Symbol | EURUSD (Euro vs US Dollar (spot)) |
Period | 4 Hours (H4) 2006.01.02 00:00 - 2006.10.06 20:00 (2006.01.01 - 2006.10.09) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=true;
MM=true;
AccountIsMicro=false;
TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; |
|
Bars in test | 3616 | Ticks modelled | 996684 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3660.00 | Gross profit | 8652.00 | Gross loss | -4992.00 |
Profit factor | 1.73 | Expected payoff | 81.33 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1474.00 (12.38%) | Relative drawdown | 12.38% (1474.00) |
|
Total trades | 45 | Short positions (won %) | 27 (77.78%) | Long positions (won %) | 18 (88.89%) |
| Profit trades (% of total) | 37 (82.22%) | Loss trades (% of total) | 8 (17.78%) |
Largest | profit trade | 294.00 | loss trade | -728.00 |
Average | profit trade | 233.84 | loss trade | -624.00 |
Maximum | consecutive wins (profit in money) | 10 (2394.00) | consecutive losses (loss in money) | 2 (-1248.00) |
Maximal | consecutive profit (count of wins) | 2394.00 (10) | consecutive loss (count of losses) | -1248.00 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |