Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 1 Hour (H1) 2004.07.01 01:00 - 2006.03.01 00:00 (2004.07.01 - 2006.03.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=150; TrailingStop=75; StopLoss=45; UseStopLoss=true;
ShortEma=7; LongEma=79; immediate_trade=true;
reversal=true;
Lots=0.1; MM=true;
AccountIsMicro=false;
Risk=11; UseHourTrade=false;
FromHourTrade=8; ToHourTrade=18; Show_Settings=true;
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Bars in test | 16435 | Ticks modelled | 1624364 | Modelling quality | 89.99% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 44700.39 | Gross profit | 71820.64 | Gross loss | -27120.25 |
Profit factor | 2.65 | Expected payoff | 456.13 | | |
Absolute drawdown | 112.21 | Maximal drawdown (%) | 7186.69 (13.1%) | | |
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Total trades | 98 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 98 (52.04%) |
| Profit trades (% of total) | 51 (52.04%) | Loss trades (% of total) | 47 (47.96%) |
Largest | profit trade | 7564.94 | loss trade | -2647.73 |
Average | profit trade | 1408.25 | loss trade | -577.03 |
Maximum | consecutive wins (profit in money) | 6 (12860.38) | consecutive losses (loss in money) | 6 (-1944.17) |
Maximal | consecutive profit (count of wins) | 13869.05 (2) | consecutive loss (count of losses) | -7186.69 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |