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=26; Multiplier=2; D=22; MaxTrades=20; SL=20; |
|
Bars in test | 4717 | Ticks modelled | 1164035 | Modelling quality | 90.00% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 8940.68 | Gross profit | 15178.74 | Gross loss | -6238.06 |
Profit factor | 2.43 | Expected payoff | 4.96 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 417.91 (11.74%) | Relative drawdown | 11.74% (417.91) |
|
Total trades | 1803 | Short positions (won %) | 1803 (71.27%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1285 (71.27%) | Loss trades (% of total) | 518 (28.73%) |
Largest | profit trade | 488.80 | loss trade | -119.14 |
Average | profit trade | 11.81 | loss trade | -12.04 |
Maximum | consecutive wins (profit in money) | 20 (71.12) | consecutive losses (loss in money) | 7 (-417.92) |
Maximal | consecutive profit (count of wins) | 514.52 (4) | consecutive loss (count of losses) | -417.92 (7) |
Average | consecutive wins | 3 | consecutive losses | 1 |