| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 5 Minutes (M5) 2005.10.20 01:30 - 2006.01.12 22:30 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | smallma=104; bigma=200; MinutesBetweenOrders=60; MAperiod=50; StopLoss=96; TakeProfit=118; TrailingStop=31; clOpenBuy=Blue; clCloseBuy=Aqua; clOpenSell=Red; clCloseSell=Violet; clModiBuy=Blue; clModiSell=Red; Name_Expert="MA Cross"; Slippage=5; UseSound=true;
NameFileSound="alert.wav"; Lots=0.1; |
|
| Bars in test | 16476 | Ticks modelled | 196893 | Modelling quality | 40.13% |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 835.00 | Gross profit | 1227.00 | Gross loss | -392.00 |
| Profit factor | 3.13 | Expected payoff | 21.97 | | |
| Absolute drawdown | 98.00 | Maximal drawdown (%) | 98.00 (9.8%) | | |
|
| Total trades | 38 | Short positions (won %) | 18 (88.89%) | Long positions (won %) | 20 (90.00%) |
| Profit trades (% of total) | 34 (89.47%) | Loss trades (% of total) | 4 (10.53%) |
| Largest | profit trade | 118.00 | loss trade | -98.00 |
| Average | profit trade | 36.09 | loss trade | -98.00 |
| Maximum | consecutive wins (profit in money) | 13 (453.00) | consecutive losses (loss in money) | 1 (-98.00) |
| Maximal | consecutive profit (count of wins) | 453.00 (13) | consecutive loss (count of losses) | -98.00 (1) |
| Average | consecutive wins | 9 | consecutive losses | 1 |