Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2004.10.05 05:35 - 2006.02.03 20:55 (2004.11.01 - 2006.02.09) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | lots=0.1; TakeProfit=6; StopLoss=50; Close_signal=1; AL=1; N1=3; N2=2; |
|
Bars in test | 96205 | Ticks modelled | 2056933 | Modelling quality | 99.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -2488.65 | Gross profit | 8593.10 | Gross loss | -11081.75 |
Profit factor | 0.78 | Expected payoff | -0.93 | | |
Absolute drawdown | 2537.40 | Maximal drawdown (%) | 2537.40 (25.4%) | | |
|
Total trades | 2670 | Short positions (won %) | 1437 (69.31%) | Long positions (won %) | 1233 (67.40%) |
| Profit trades (% of total) | 1827 (68.43%) | Loss trades (% of total) | 843 (31.57%) |
Largest | profit trade | 21.90 | loss trade | -55.95 |
Average | profit trade | 4.70 | loss trade | -13.15 |
Maximum | consecutive wins (profit in money) | 14 (81.00) | consecutive losses (loss in money) | 6 (-29.00) |
Maximal | consecutive profit (count of wins) | 81.00 (14) | consecutive loss (count of losses) | -150.00 (3) |
Average | consecutive wins | 3 | consecutive losses | 2 |