Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.04.03 00:00 - 2006.11.15 00:00 (2006.04.01 - 2006.11.15) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MaxTrades=3; Pips=7; TakeProfit=65; TrailingStop=20; |
|
Bars in test | 14981 | Ticks modelled | 597551 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | -4895.60 | Gross profit | 7272.40 | Gross loss | -12168.00 |
Profit factor | 0.60 | Expected payoff | -5.05 | | |
Absolute drawdown | 4895.60 | Maximal drawdown (%) | 4994.60 (98.0%) | | |
|
Total trades | 969 | Short positions (won %) | 437 (58.81%) | Long positions (won %) | 532 (61.65%) |
| Profit trades (% of total) | 585 (60.37%) | Loss trades (% of total) | 384 (39.63%) |
Largest | profit trade | 40.00 | loss trade | -149.60 |
Average | profit trade | 12.43 | loss trade | -31.69 |
Maximum | consecutive wins (profit in money) | 12 (123.00) | consecutive losses (loss in money) | 9 (-539.00) |
Maximal | consecutive profit (count of wins) | 123.00 (12) | consecutive loss (count of losses) | -554.40 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |