Symbol | EURUSD (Euro vs US Dollar) |
Period | Daily (D1) 2006.01.02 00:00 - 2006.09.29 00:00 (2006.01.02 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | JUST_TO_INFORM_YOU_THAT="AutoLot calculate base on MMBase"; FOR="MMBase : 1=AccountBalance"; THEN="MMBase : 2=AccountEquity"; AND="MMBase : 3=AccountFreeMargin"; MaxRisk_Definition="0.05 means 5% by default"; CloseScrap_Or_Not="true = close some scrap orders"; CloseRatio_Means___________="last-lot/1st-lot = x then close"; ___________________________="____________Enjoy ^_^___________"; BackTestLimit=10000000; MagicNo=318; StopOutAt=10; TP=30; MaxPending=1; __________AutoLot_Part_____="_________________________________"; AutoLot=true;
MMBase=1; MaxRisk=0.01; increasefactor=3; ______In_Case_Not_AutoLot__="_________________________________"; LotSize=1; ______Manual_Lot_Limitation="_________________________________"; MinLot=0.01; MaxLot=9999999999999; ____________________________="________________________________"; CloseScrap=true;
CloseRatio=1.1; _____________________________="_______________________________"; clOpenBuy=Goldenrod; clOpenSell=MediumVioletRed; PlayAudio=true;
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Bars in test | 600 | Ticks modelled | 952232 | Modelling quality | 90.00% |
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Initial deposit | 2000.00 | | | | |
Total net profit | 1495.73 | Gross profit | 8768.44 | Gross loss | -7272.71 |
Profit factor | 1.21 | Expected payoff | 2.78 | | |
Absolute drawdown | 162.23 | Maximal drawdown | 1017.65 (35.64%) | Relative drawdown | 35.64% (1017.65) |
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Total trades | 538 | Short positions (won %) | 222 (76.58%) | Long positions (won %) | 316 (81.01%) |
| Profit trades (% of total) | 426 (79.18%) | Loss trades (% of total) | 112 (20.82%) |
Largest | profit trade | 37.75 | loss trade | -276.20 |
Average | profit trade | 20.58 | loss trade | -64.93 |
Maximum | consecutive wins (profit in money) | 49 (952.11) | consecutive losses (loss in money) | 10 (-562.49) |
Maximal | consecutive profit (count of wins) | 952.11 (49) | consecutive loss (count of losses) | -1017.65 (5) |
Average | consecutive wins | 14 | consecutive losses | 4 |