Symbol | EURUSD (Euro vs US Dollar) |
Period | Daily (D1) 2006.01.04 00:00 - 2007.01.01 00:00 (2006.01.04 - 2007.01.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=27; Multiplier=2; D=20; MaxTrades=20; SL=20; |
|
Bars in test | 4717 | Ticks modelled | 1164035 | Modelling quality | 90.00% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 12929.17 | Gross profit | 20461.46 | Gross loss | -7532.29 |
Profit factor | 2.72 | Expected payoff | 7.12 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 535.51 (5.63%) | Relative drawdown | 5.63% (535.51) |
|
Total trades | 1815 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1815 (72.12%) |
| Profit trades (% of total) | 1309 (72.12%) | Loss trades (% of total) | 506 (27.88%) |
Largest | profit trade | 977.40 | loss trade | -253.79 |
Average | profit trade | 15.63 | loss trade | -14.89 |
Maximum | consecutive wins (profit in money) | 20 (70.11) | consecutive losses (loss in money) | 5 (-533.45) |
Maximal | consecutive profit (count of wins) | 977.40 (1) | consecutive loss (count of losses) | -533.45 (5) |
Average | consecutive wins | 4 | consecutive losses | 1 |