Symbol | EURUSD (Euro vs US Dollar) |
Period | Daily (D1) 2001.08.03 00:00 - 2006.02.03 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=130; StopLoss=100; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; |
|
Bars in test | 1377 | Ticks modelled | 9300418 | Modelling quality | 65.80% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 127729.97 | Gross profit | 142729.97 | Gross loss | -15000.00 |
Profit factor | 9.52 | Expected payoff | 104.10 | | |
Absolute drawdown | 450.00 | Maximal drawdown (%) | 4790.02 (3.5%) | | |
|
Total trades | 1227 | Short positions (won %) | 709 (98.87%) | Long positions (won %) | 518 (98.65%) |
| Profit trades (% of total) | 1212 (98.78%) | Loss trades (% of total) | 15 (1.22%) |
Largest | profit trade | 580.00 | loss trade | -1000.00 |
Average | profit trade | 117.76 | loss trade | -1000.00 |
Maximum | consecutive wins (profit in money) | 355 (34350.00) | consecutive losses (loss in money) | 1 (-1000.00) |
Maximal | consecutive profit (count of wins) | 34350.00 (355) | consecutive loss (count of losses) | -1000.00 (1) |
Average | consecutive wins | 76 | consecutive losses | 1 |