Symbol | AUDUSD (Australian Dollar vs US Dollar) |
Period | Daily (D1) 2004.11.08 00:00 - 2006.04.26 00:00 (2004.11.06 - 2006.04.26) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false;
Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=160; InitialStop=50; TrailingStop=true;
SwingTrade=false;
PendingOrder=true;
PendOrdGap=10; BreakEven=30; BreakEvenGap=1; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; MaxLoss=1000; |
|
Bars in test | 487 | Ticks modelled | 914282 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1342.18 | Gross profit | 2542.44 | Gross loss | -1200.26 |
Profit factor | 2.12 | Expected payoff | 51.62 | | |
Absolute drawdown | 15.62 | Maximal drawdown (%) | 398.32 (3.8%) | | |
|
Total trades | 26 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 13 (50.00%) | Loss trades (% of total) | 13 (50.00%) |
Largest | profit trade | 320.70 | loss trade | -101.02 |
Average | profit trade | 195.57 | loss trade | -92.33 |
Maximum | consecutive wins (profit in money) | 4 (700.56) | consecutive losses (loss in money) | 3 (-301.02) |
Maximal | consecutive profit (count of wins) | 700.56 (4) | consecutive loss (count of losses) | -301.02 (3) |
Average | consecutive wins | 1 | consecutive losses | 2 |