Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2005.09.01 00:00 - 2006.09.14 00:00 (2005.09.01 - 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 | 673954.50 | Gross profit | 1756287.88 | Gross loss | -1082333.37 |
Profit factor | 1.62 | Expected payoff | 2486.92 | | |
Absolute drawdown | 56.00 | Maximal drawdown | 266257.32 (54.15%) | Relative drawdown | 74.25% (68395.30) |
|
Total trades | 271 | Short positions (won %) | 125 (53.60%) | Long positions (won %) | 146 (54.11%) |
| Profit trades (% of total) | 146 (53.87%) | Loss trades (% of total) | 125 (46.13%) |
Largest | profit trade | 113883.00 | loss trade | -58451.40 |
Average | profit trade | 12029.37 | loss trade | -8658.67 |
Maximum | consecutive wins (profit in money) | 9 (69812.46) | consecutive losses (loss in money) | 6 (-261090.20) |
Maximal | consecutive profit (count of wins) | 398177.75 (6) | consecutive loss (count of losses) | -261090.20 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |