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; DecreaseFactor=3; 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=21; |
|
Bars in test | 68783 | Ticks modelled | 3583984 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 924.51 | Gross profit | 16844.91 | Gross loss | -15920.40 |
Profit factor | 1.06 | Expected payoff | 1.04 | | |
Absolute drawdown | 1144.13 | Maximal drawdown | 1500.76 (14.49%) | Relative drawdown | 14.49% (1500.76) |
|
Total trades | 888 | Short positions (won %) | 445 (36.18%) | Long positions (won %) | 443 (37.47%) |
| Profit trades (% of total) | 327 (36.82%) | Loss trades (% of total) | 561 (63.18%) |
Largest | profit trade | 284.30 | loss trade | -166.70 |
Average | profit trade | 51.51 | loss trade | -28.38 |
Maximum | consecutive wins (profit in money) | 6 (520.62) | consecutive losses (loss in money) | 11 (-270.75) |
Maximal | consecutive profit (count of wins) | 520.62 (6) | consecutive loss (count of losses) | -412.29 (9) |
Average | consecutive wins | 2 | consecutive losses | 3 |