Symbol | EURUSD (Euro vs US Dollar) |
Period | 30 Minutes (M30) 2001.01.17 00:00 - 2006.08.02 00:00 (2001.01.17 - 2006.08.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=0.1; Slippage=3; StopLossMode=false;
StopLoss=100; TakeProfitMode=false;
TakeProfit=100; TrailingStopMode=false;
TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.25; DecreaseFactor=1; PARAMETERS_INDICATOR_ONE="Moving Average signal"; SignalEMA_Period=8; PARAMETERS_INDICATOR_TWO="Moving Average main"; MainEMA_Period=130; Delta=7; PARAMETERS_INDICATOR_THREE="Moving Average for close"; CloseEMA_Period=15; |
|
Bars in test | 68783 | Ticks modelled | 3583984 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2286.15 | Gross profit | 31798.70 | Gross loss | -29512.55 |
Profit factor | 1.08 | Expected payoff | 2.45 | | |
Absolute drawdown | 1726.08 | Maximal drawdown | 2694.66 (24.57%) | Relative drawdown | 24.57% (2694.66) |
|
Total trades | 932 | Short positions (won %) | 475 (34.53%) | Long positions (won %) | 457 (37.20%) |
| Profit trades (% of total) | 334 (35.84%) | Loss trades (% of total) | 598 (64.16%) |
Largest | profit trade | 915.90 | loss trade | -429.00 |
Average | profit trade | 95.21 | loss trade | -49.35 |
Maximum | consecutive wins (profit in money) | 8 (902.09) | consecutive losses (loss in money) | 11 (-389.12) |
Maximal | consecutive profit (count of wins) | 915.90 (1) | consecutive loss (count of losses) | -651.35 (4) |
Average | consecutive wins | 1 | consecutive losses | 3 |