| 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=0.54; dSellLevel=0.74; dStopLoss=200; 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 | 147230.52 | Gross profit | 346933.90 | Gross loss | -199703.38 |
| Profit factor | 1.74 | Expected payoff | 381.43 | | |
| Absolute drawdown | 1737.75 | Maximal drawdown | 22355.99 (26.35%) | Relative drawdown | 29.30% (20651.80) |
|
| Total trades | 386 | Short positions (won %) | 180 (47.22%) | Long positions (won %) | 206 (69.90%) |
| Profit trades (% of total) | 229 (59.33%) | Loss trades (% of total) | 157 (40.67%) |
| Largest | profit trade | 13458.34 | loss trade | -7587.35 |
| Average | profit trade | 1515.00 | loss trade | -1272.00 |
| Maximum | consecutive wins (profit in money) | 8 (12969.86) | consecutive losses (loss in money) | 5 (-11083.76) |
| Maximal | consecutive profit (count of wins) | 27512.95 (7) | consecutive loss (count of losses) | -14504.14 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |