Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2005.09.01 00:00 - 2006.09.14 00:00 (2006.08.16 - 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=12; StopLevel=0; |
|
Bars in test | 3515 | Ticks modelled | 1242195 | Modelling quality | 79.66% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 13461.88 | Gross profit | 39939.27 | Gross loss | -26477.39 |
Profit factor | 1.51 | Expected payoff | 232.10 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 12202.39 (49.59%) | Relative drawdown | 49.59% (12202.39) |
|
Total trades | 58 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 41 (63.41%) |
| Profit trades (% of total) | 35 (60.34%) | Loss trades (% of total) | 23 (39.66%) |
Largest | profit trade | 6490.66 | loss trade | -2689.40 |
Average | profit trade | 1141.12 | loss trade | -1151.19 |
Maximum | consecutive wins (profit in money) | 9 (6902.74) | consecutive losses (loss in money) | 5 (-10705.05) |
Maximal | consecutive profit (count of wins) | 10291.88 (3) | consecutive loss (count of losses) | -10705.05 (5) |
Average | consecutive wins | 3 | consecutive losses | 2 |