Symbol | EURUSD (Euro vs US Dollar) |
Period | 4 Hours (H4) 2005.09.08 08:00 - 2006.01.12 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | lots=1; TakeProfit=10; StopLoss=50; Close_signal=1; AL=1; N1=3; N2=2; |
|
Bars in test | 644 | Ticks modelled | 1079013 | Modelling quality | 58.47% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 90901.87 | Gross profit | 113407.32 | Gross loss | -22505.45 |
Profit factor | 5.04 | Expected payoff | 77.04 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 2803.07 (3.2%) | | |
|
Total trades | 1180 | Short positions (won %) | 468 (95.94%) | Long positions (won %) | 712 (96.35%) |
| Profit trades (% of total) | 1135 (96.19%) | Loss trades (% of total) | 45 (3.81%) |
Largest | profit trade | 100.69 | loss trade | -502.48 |
Average | profit trade | 99.92 | loss trade | -500.12 |
Maximum | consecutive wins (profit in money) | 135 (13500.00) | consecutive losses (loss in money) | 3 (-1500.00) |
Maximal | consecutive profit (count of wins) | 13500.00 (135) | consecutive loss (count of losses) | -1500.00 (3) |
Average | consecutive wins | 28 | consecutive losses | 1 |