Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.06.01 00:00 - 2006.07.01 00:00 (2006.06.01 - 2006.07.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.1; ReInvest=1; ReadHistory=1; Probab=0.9; dstop=25; Nstop=1; delta=1; Nidelt=29; NN=11; forg=1.05; |
|
Bars in test | 10225 | Ticks modelled | 127983 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 31.00 | Gross profit | 156.00 | Gross loss | -125.00 |
Profit factor | 1.25 | Expected payoff | 2.07 | | |
Absolute drawdown | 8.00 | Maximal drawdown | 75.00 (7.03%) | Relative drawdown | 7.03% (75.00) |
|
Total trades | 15 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) |
Largest | profit trade | 23.00 | loss trade | -25.00 |
Average | profit trade | 15.60 | loss trade | -25.00 |
Maximum | consecutive wins (profit in money) | 4 (61.00) | consecutive losses (loss in money) | 3 (-75.00) |
Maximal | consecutive profit (count of wins) | 61.00 (4) | consecutive loss (count of losses) | -75.00 (3) |
Average | consecutive wins | 3 | consecutive losses | 2 |