Strategy Tester Report
NOC without NN

SymbolEURUSD (Euro vs US Dollar (1 Lot = 100 000 EUR))
Period1 Hour (H1) 2006.01.02 01:00 - 2008.07.15 23:00 (2006.01.01 - 2008.07.16)
ModelEvery 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 test16661Ticks modelled4409254Modelling qualityn/a
Mismatched charts errors467
Initial deposit10000.00
Total net profit58929.84Gross profit207259.67Gross loss-148329.84
Profit factor1.40Expected payoff169.34
Absolute drawdown205.00Maximal drawdown16967.99 (34.00%)Relative drawdown34.00% (16967.99)
Total trades348Short positions (won %)160 (45.00%)Long positions (won %)188 (66.49%)
Profit trades (% of total)197 (56.61%)Loss trades (% of total)151 (43.39%)
Largestprofit trade6148.48loss trade-4395.36
Averageprofit trade1052.08loss trade-982.32
Maximumconsecutive wins (profit in money)7 (5070.78)consecutive losses (loss in money)4 (-8964.74)
Maximalconsecutive profit (count of wins)11675.47 (5)consecutive loss (count of losses)-8964.74 (4)
Averageconsecutive wins2consecutive losses2
Graph