Symbol | EURUSD (Euro vs US Dollar) |
Period | Daily (D1) 2001.01.01 00:00 - 2006.02.14 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=160; TrailingStop=20; StopLoss=70; UseStopLoss=false;
ShortEma=10; LongEma=80; immediate_trade=true;
reversal=true;
Lots=1; MM=true;
Risk=10; |
|
Bars in test | 1514 | Ticks modelled | 9322912 | Modelling quality | 60.91% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5010210.00 | Gross profit | 5524210.00 | Gross loss | -514000.00 |
Profit factor | 10.75 | Expected payoff | 6342.04 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 514000.00 (9.3%) | | |
|
Total trades | 790 | Short positions (won %) | 504 (99.80%) | Long positions (won %) | 286 (100.00%) |
| Profit trades (% of total) | 789 (99.87%) | Loss trades (% of total) | 1 (0.13%) |
Largest | profit trade | 58000.00 | loss trade | -514000.00 |
Average | profit trade | 7001.53 | loss trade | -514000.00 |
Maximum | consecutive wins (profit in money) | 789 (5524210.00) | consecutive losses (loss in money) | 1 (-514000.00) |
Maximal | consecutive profit (count of wins) | 5524210.00 (789) | consecutive loss (count of losses) | -514000.00 (1) |
Average | consecutive wins | 789 | consecutive losses | 1 |