Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2003.06.12 00:00 - 2006.02.14 22:00 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Parameters | TakeProfit=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8; |
|
Bars in test | 16221 | Ticks modelled | 32342 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 39000.00 | Gross profit | 39430.00 | Gross loss | -430.00 |
Profit factor | 91.70 | Expected payoff | 354.55 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 430.00 (0.9%) | | |
|
Total trades | 110 | Short positions (won %) | 60 (98.33%) | Long positions (won %) | 50 (100.00%) |
| Profit trades (% of total) | 109 (99.09%) | Loss trades (% of total) | 1 (0.91%) |
Largest | profit trade | 800.00 | loss trade | -430.00 |
Average | profit trade | 361.74 | loss trade | -430.00 |
Maximum | consecutive wins (profit in money) | 109 (39430.00) | consecutive losses (loss in money) | 1 (-430.00) |
Maximal | consecutive profit (count of wins) | 39430.00 (109) | consecutive loss (count of losses) | -430.00 (1) |
Average | consecutive wins | 109 | consecutive losses | 1 |