Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.03.06 23:00 - 2006.05.19 22:55 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | AccountIsMini=false;
MoneyManagement=false;
TradeSizePercent=5; Lots=1; MaxLots=100; MACD_Price=1; UseMA_Cross=false;
MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; Stoch_Mode=0; StochPrice=0; StochHigh=75; StochLow=35; SignalCandle=0; SignalTimeFrame=1; StopLoss=0; UseTrailingStop=true;
TrailingStopType=2; TrailingStop=15; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=50; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; |
|
Bars in test | 15498 | Ticks modelled | 213946 | Modelling quality | 88.43% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5976.00 | Gross profit | 6642.00 | Gross loss | -666.00 |
Profit factor | 9.97 | Expected payoff | 129.91 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 630.00 (3.8%) | | |
|
Total trades | 46 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 45 (93.33%) |
| Profit trades (% of total) | 43 (93.48%) | Loss trades (% of total) | 3 (6.52%) |
Largest | profit trade | 200.00 | loss trade | -630.00 |
Average | profit trade | 154.47 | loss trade | -222.00 |
Maximum | consecutive wins (profit in money) | 32 (4810.00) | consecutive losses (loss in money) | 1 (-630.00) |
Maximal | consecutive profit (count of wins) | 4810.00 (32) | consecutive loss (count of losses) | -630.00 (1) |
Average | consecutive wins | 14 | consecutive losses | 1 |