| Symbol | EURUSD (Euro vs US Dollar (1 Lot = 100 000 EUR)) |
| Period | 1 Hour (H1) 2006.01.02 01:00 - 2008.07.15 23:00 (2006.01.01 - 2008.07.16) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | dBuyLevel=54; dSellLevel=74; dStopLoss=1000; dTrailingStop=174; risk=0.05; |
|
| Bars in test | 16661 | Ticks modelled | 4409254 | Modelling quality | n/a |
| Mismatched charts errors | 467 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 211155.09 | Gross profit | 386538.54 | Gross loss | -175383.44 |
| Profit factor | 2.20 | Expected payoff | 578.51 | | |
| Absolute drawdown | 500.01 | Maximal drawdown | 28045.00 (12.62%) | Relative drawdown | 43.64% (7672.75) |
|
| Total trades | 365 | Short positions (won %) | 166 (42.77%) | Long positions (won %) | 199 (71.86%) |
| Profit trades (% of total) | 214 (58.63%) | Loss trades (% of total) | 151 (41.37%) |
| Largest | profit trade | 20973.12 | loss trade | -14700.00 |
| Average | profit trade | 1806.25 | loss trade | -1161.48 |
| Maximum | consecutive wins (profit in money) | 8 (8891.37) | consecutive losses (loss in money) | 9 (-5872.91) |
| Maximal | consecutive profit (count of wins) | 48374.67 (5) | consecutive loss (count of losses) | -15300.00 (2) |
| Average | consecutive wins | 2 | consecutive losses | 1 |