Symbol | EURUSDm (Euro vs US Dollar) |
Period | 1 Hour (H1) 2003.06.30 04:00 - 2006.03.08 02:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=120; Lots=1; TrailingStop=20; ShortEma=6; LongEma=24; |
|
Bars in test | 16393 | Ticks modelled | 5216594 | Modelling quality | 38.29% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 48340.00 | Gross profit | 64924.00 | Gross loss | -16584.00 |
Profit factor | 3.91 | Expected payoff | 2.50 | | |
Absolute drawdown | 198.00 | Maximal drawdown (%) | 490.00 (2.6%) | | |
|
Total trades | 19352 | Short positions (won %) | 12503 (66.76%) | Long positions (won %) | 6849 (64.01%) |
| Profit trades (% of total) | 12731 (65.79%) | Loss trades (% of total) | 6621 (34.21%) |
Largest | profit trade | 120.00 | loss trade | -351.00 |
Average | profit trade | 5.10 | loss trade | -2.50 |
Maximum | consecutive wins (profit in money) | 329 (3453.00) | consecutive losses (loss in money) | 174 (-174.00) |
Maximal | consecutive profit (count of wins) | 3453.00 (329) | consecutive loss (count of losses) | -351.00 (1) |
Average | consecutive wins | 6 | consecutive losses | 3 |