Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2003.11.19 11:00 - 2006.06.30 14:00 (2006.06.01 - 2006.06.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_length=100; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=50; Stoploss=300; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true;
PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; |
|
Bars in test | 16395 | Ticks modelled | 1619596 | Modelling quality | 27.78% |
|
Initial deposit | 300.00 | | | | |
Total net profit | 370.83 | Gross profit | 411.54 | Gross loss | -40.72 |
Profit factor | 10.11 | Expected payoff | 37.08 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 40.72 (5.7%) | | |
|
Total trades | 10 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) |
Largest | profit trade | 52.89 | loss trade | -40.72 |
Average | profit trade | 45.73 | loss trade | -40.72 |
Maximum | consecutive wins (profit in money) | 9 (411.54) | consecutive losses (loss in money) | 1 (-40.72) |
Maximal | consecutive profit (count of wins) | 411.54 (9) | consecutive loss (count of losses) | -40.72 (1) |
Average | consecutive wins | 9 | consecutive losses | 1 |