Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2005.12.12 00:00 - 2005.12.15 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ExpertName="RSX Swinger"; RSXPeriod=10; BuyLevel=51; SellLevel=49; LotsSize=1; SL=30; TP=20; MaxEntrySlippage=5; MaxExitSlippage=10; |
|
Bars in test | 1184 | Ticks modelled | 10772 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -500.00 | Gross profit | 280.00 | Gross loss | -780.00 |
Profit factor | 0.36 | Expected payoff | -100.00 | | |
Absolute drawdown | 580.00 | Maximal drawdown (%) | 580.00 (5.8%) | | |
|
Total trades | 5 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) |
Largest | profit trade | 200.00 | loss trade | -300.00 |
Average | profit trade | 140.00 | loss trade | -260.00 |
Maximum | consecutive wins (profit in money) | 1 (200.00) | consecutive losses (loss in money) | 2 (-480.00) |
Maximal | consecutive profit (count of wins) | 200.00 (1) | consecutive loss (count of losses) | -480.00 (2) |
Average | consecutive wins | 1 | consecutive losses | 2 |