Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.07.13 18:00 - 2006.09.12 05:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 1084 | Ticks modelled | 161760 | Modelling quality | 58.28% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4347.50 | Gross profit | 4997.50 | Gross loss | -650.00 |
Profit factor | 7.69 | Expected payoff | 189.02 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 420.00 (3.50%) | Relative drawdown | 3.50% (420.00) |
|
Total trades | 23 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) |
Largest | profit trade | 253.00 | loss trade | -230.00 |
Average | profit trade | 249.88 | loss trade | -216.67 |
Maximum | consecutive wins (profit in money) | 12 (2997.00) | consecutive losses (loss in money) | 2 (-420.00) |
Maximal | consecutive profit (count of wins) | 2997.00 (12) | consecutive loss (count of losses) | -420.00 (2) |
Average | consecutive wins | 10 | consecutive losses | 2 |