Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 1 Hour (H1) 2004.11.01 05:00 - 2006.10.13 22:00 (1970.01.01 - 2006.10.15) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="Parabolic SAR"; TimeFrame=60; BackBars=1; SL=64; TP=127; TrailStop=42; Slippage=3; UseMM=true;
Lots=0.1; Risk=35; UseGMTTimeFilter=true;
TradeHourFrom=7; TradeHourTo=18; UseSound=true;
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Bars in test | 12238 | Ticks modelled | 1601051 | Modelling quality | 89.27% |
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Initial deposit | 100000.00 | | | | |
Total net profit | 989057.85 | Gross profit | 2166929.25 | Gross loss | -1177871.39 |
Profit factor | 1.84 | Expected payoff | 16214.06 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 182749.80 (26.87%) | Relative drawdown | 38.17% (127135.38) |
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Total trades | 61 | Short positions (won %) | 32 (68.75%) | Long positions (won %) | 29 (72.41%) |
| Profit trades (% of total) | 43 (70.49%) | Loss trades (% of total) | 18 (29.51%) |
Largest | profit trade | 128186.08 | loss trade | -68572.82 |
Average | profit trade | 50393.70 | loss trade | -65437.30 |
Maximum | consecutive wins (profit in money) | 7 (439815.71) | consecutive losses (loss in money) | 2 (-130813.92) |
Maximal | consecutive profit (count of wins) | 439815.71 (7) | consecutive loss (count of losses) | -130813.92 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |