Symbol | EURUSD (Euro vs US Dollar) |
Period | Daily (D1) 2001.08.03 00:00 - 2006.02.02 00:00 (2001.03.01 - 2006.02.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; |
|
Bars in test | 1376 | Ticks modelled | 9446039 | Modelling quality | 65.78% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 63970.00 | Gross profit | 70970.00 | Gross loss | -7000.00 |
Profit factor | 10.14 | Expected payoff | 192.10 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 7000.00 (8.6%) | | |
|
Total trades | 333 | Short positions (won %) | 186 (99.46%) | Long positions (won %) | 147 (100.00%) |
| Profit trades (% of total) | 332 (99.70%) | Loss trades (% of total) | 1 (0.30%) |
Largest | profit trade | 430.00 | loss trade | -7000.00 |
Average | profit trade | 213.77 | loss trade | -7000.00 |
Maximum | consecutive wins (profit in money) | 332 (70970.00) | consecutive losses (loss in money) | 1 (-7000.00) |
Maximal | consecutive profit (count of wins) | 70970.00 (332) | consecutive loss (count of losses) | -7000.00 (1) |
Average | consecutive wins | 332 | consecutive losses | 1 |