Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2001.02.02 00:00 - 2006.08.02 00:00 (2001.02.02 - 2006.08.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=1111; pr=12; sl=30; tp=70; tz=60; mm=1; qq=30; chas1=10; chas2=21; Lots=1; TrailingStop=0; |
|
Bars in test | 410596 | Ticks modelled | 3814408 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 3400707.76 | Gross profit | 6445590.95 | Gross loss | -3044883.19 |
Profit factor | 2.12 | Expected payoff | 15528.35 | | |
Absolute drawdown | 2414.21 | Maximal drawdown | 188061.30 (8.94%) | Relative drawdown | 44.91% (40484.47) |
|
Total trades | 219 | Short positions (won %) | 104 (42.31%) | Long positions (won %) | 115 (52.17%) |
| Profit trades (% of total) | 104 (47.49%) | Loss trades (% of total) | 115 (52.51%) |
Largest | profit trade | 110978.82 | loss trade | -80039.33 |
Average | profit trade | 61976.84 | loss trade | -26477.25 |
Maximum | consecutive wins (profit in money) | 5 (373750.00) | consecutive losses (loss in money) | 6 (-188061.30) |
Maximal | consecutive profit (count of wins) | 373750.00 (5) | consecutive loss (count of losses) | -188061.30 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |