| 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 |