Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2005.09.01 00:00 - 2005.10.31 00:00 (2005.09.01 - 2005.10.31) |
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;
EnablePivot=false;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverseDetector=true;
ReverseIndex=3; MoneyTrainLevel=3; MACDLevel=10; AutoLots=true;
MAXLots=14; AutoDirection=true;
ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=5; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=1; Risk=0.3; StopLossIndex=2.5; AutoStopLossIndex=true;
StaticStopLoss=12; StopLevel=0; EnableTrailingStop=true;
TimeTradeHoursDisabled=""; GMT=1; MagicNumber=123000; |
|
Bars in test | 2146 | Ticks modelled | 189068 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 427.02 | Gross profit | 3005.58 | Gross loss | -2578.57 |
Profit factor | 1.17 | Expected payoff | 3.56 | | |
Absolute drawdown | 68.00 | Maximal drawdown | 243.00 (18.34%) | Relative drawdown | 18.34% (243.00) |
|
Total trades | 120 | Short positions (won %) | 57 (54.39%) | Long positions (won %) | 63 (41.27%) |
| Profit trades (% of total) | 57 (47.50%) | Loss trades (% of total) | 63 (52.50%) |
Largest | profit trade | 84.00 | loss trade | -56.00 |
Average | profit trade | 52.73 | loss trade | -40.93 |
Maximum | consecutive wins (profit in money) | 5 (261.00) | consecutive losses (loss in money) | 5 (-238.00) |
Maximal | consecutive profit (count of wins) | 261.00 (5) | consecutive loss (count of losses) | -238.00 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |