Symbol | EURUSD (Euro vs US Dollar) |
Period | 30 Minutes (M30) 2005.02.02 20:30 - 2005.10.20 00:00 |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Spread=4; ClsOnlUnprTX=1; AtMarketIfPendingImpossible=1; ProtectYourInvestments=1; TrailingStop=40; TakeProfit=0; InitialStopLoss=0; |
|
Bars in test | 8944 | Ticks modelled | 99316 | Modelling quality | 48.30% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -3877.50 | Gross profit | 24034.50 | Gross loss | -27912.00 |
Profit factor | 0.86 | Expected payoff | -43.57 | | |
Absolute drawdown | 3877.50 | Maximal drawdown (%) | 27882.00 (82.0%) | | |
|
Total trades | 89 | Short positions (won %) | 66 (100.00%) | Long positions (won %) | 23 (86.96%) |
| Profit trades (% of total) | 86 (96.63%) | Loss trades (% of total) | 3 (3.37%) |
Largest | profit trade | 954.75 | loss trade | -14624.00 |
Average | profit trade | 279.47 | loss trade | -9304.00 |
Maximum | consecutive wins (profit in money) | 78 (20259.75) | consecutive losses (loss in money) | 2 (-27882.00) |
Maximal | consecutive profit (count of wins) | 20259.75 (78) | consecutive loss (count of losses) | -27882.00 (2) |
Average | consecutive wins | 43 | consecutive losses | 2 |