Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.01.02 00:00 - 2006.02.11 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 17585 | Ticks modelled | 110822 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | -346.65 | Gross profit | 695.93 | Gross loss | -1042.58 |
Profit factor | 0.67 | Expected payoff | -8.06 | | |
Absolute drawdown | 350.65 | Maximal drawdown (%) | 545.91 (45.7%) | | |
|
Total trades | 43 | Short positions (won %) | 22 (36.36%) | Long positions (won %) | 21 (23.81%) |
| Profit trades (% of total) | 13 (30.23%) | Loss trades (% of total) | 30 (69.77%) |
Largest | profit trade | 235.68 | loss trade | -109.00 |
Average | profit trade | 53.53 | loss trade | -34.75 |
Maximum | consecutive wins (profit in money) | 3 (129.84) | consecutive losses (loss in money) | 7 (-246.74) |
Maximal | consecutive profit (count of wins) | 235.68 (1) | consecutive loss (count of losses) | -246.74 (7) |
Average | consecutive wins | 1 | consecutive losses | 3 |