Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 1 Hour (H1) 2006.04.06 00:00 - 2006.09.14 00:00 (2006.05.16 - 2006.09.14) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ExitMarket=false;
ShowSuitablePeriod=false;
ShowMarketInfo=false;
ShowAccountStatus=false;
ShowStat=false;
ShowDecision=false;
ShowDirection=false;
BlockSell=false;
BlockBuy=false;
ShowLots=false;
BlockStopLoss=false;
DisableShadowStopLoss=true;
DisableExitSell=false;
DisableExitBuy=false;
EnableMACD=false;
EnableMA=false;
EnableFractals=false;
EnableCCI=true;
EnableCyberiaLogic=true;
EnableLogicTrading=true;
EnableADX=false;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverceDetector=true;
ReverceIndex=3; MoneyTrainLevel=3; MACDLevel=10; AutoLots=true;
AutoDirection=true;
ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=1; Risk=0.5; StopLossIndex=1.1; AutoStopLossIndex=true;
StaticStopLoss=7; StopLevel=0; |
|
Bars in test | 13936 | Ticks modelled | 571095 | Modelling quality | 90.00% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 691227.37 | Gross profit | 1419823.81 | Gross loss | -728596.44 |
Profit factor | 1.95 | Expected payoff | 997.44 | | |
Absolute drawdown | 294.43 | Maximal drawdown | 92725.11 (63.21%) | Relative drawdown | 85.23% (1186.23) |
|
Total trades | 693 | Short positions (won %) | 400 (46.25%) | Long positions (won %) | 293 (52.22%) |
| Profit trades (% of total) | 338 (48.77%) | Loss trades (% of total) | 355 (51.23%) |
Largest | profit trade | 150632.43 | loss trade | -42971.40 |
Average | profit trade | 4200.66 | loss trade | -2052.38 |
Maximum | consecutive wins (profit in money) | 10 (1142.80) | consecutive losses (loss in money) | 10 (-319.50) |
Maximal | consecutive profit (count of wins) | 343929.00 (4) | consecutive loss (count of losses) | -48510.00 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |