Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.01.02 00:00 - 2006.06.01 00:00 (2006.01.01 - 2006.06.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.1; ReInvest=1; ReadHistory=0; Probab=0.9; dstop=25; Nstop=1; delta=1; Nidelt=29; NN=11; forg=1.05; |
|
Bars in test | 7799 | Ticks modelled | 536028 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | -489.08 | Gross profit | 766.52 | Gross loss | -1255.60 |
Profit factor | 0.61 | Expected payoff | -4.79 | | |
Absolute drawdown | 533.61 | Maximal drawdown | 533.61 (53.36%) | Relative drawdown | 53.36% (533.61) |
|
Total trades | 102 | Short positions (won %) | 38 (60.53%) | Long positions (won %) | 64 (45.31%) |
| Profit trades (% of total) | 52 (50.98%) | Loss trades (% of total) | 50 (49.02%) |
Largest | profit trade | 25.00 | loss trade | -27.40 |
Average | profit trade | 14.74 | loss trade | -25.11 |
Maximum | consecutive wins (profit in money) | 7 (102.53) | consecutive losses (loss in money) | 5 (-125.00) |
Maximal | consecutive profit (count of wins) | 102.53 (7) | consecutive loss (count of losses) | -125.00 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |