Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.05.05 00:40 - 2006.10.12 00:00 (2005.01.01 - 2006.10.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | lots=0.1; trailingStop=15; takeProfit=20; stopLoss=30; slippage=3; UseHourTrade=true;
FromHourTrade=7; ToHourTrade=21; nameEA="Daytrading"; magicEA=19000; |
|
Bars in test | 32568 | Ticks modelled | 615939 | Modelling quality | 89.72% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 820.09 | Gross profit | 1305.90 | Gross loss | -485.81 |
Profit factor | 2.69 | Expected payoff | 5.86 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 134.76 (9.26%) | Relative drawdown | 9.26% (134.76) |
|
Total trades | 140 | Short positions (won %) | 73 (90.41%) | Long positions (won %) | 67 (73.13%) |
| Profit trades (% of total) | 115 (82.14%) | Loss trades (% of total) | 25 (17.86%) |
Largest | profit trade | 16.08 | loss trade | -24.69 |
Average | profit trade | 11.36 | loss trade | -19.43 |
Maximum | consecutive wins (profit in money) | 24 (243.91) | consecutive losses (loss in money) | 2 (-47.33) |
Maximal | consecutive profit (count of wins) | 264.49 (23) | consecutive loss (count of losses) | -47.33 (2) |
Average | consecutive wins | 6 | consecutive losses | 1 |