Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.06.22 15:00 - 2006.03.03 20:00 (2005.01.01 - 2006.03.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=150; TrailingStop=40; StopLoss=150; UseClose=true;
UseMACD=true;
ShortEma=4; LongEma=24; CurrentBar=0; Lots=1; |
|
Bars in test | 10489 | Ticks modelled | 1598758 | Modelling quality | 89.14% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 19280.05 | Gross profit | 34669.97 | Gross loss | -15389.92 |
Profit factor | 2.25 | Expected payoff | 117.56 | | |
Absolute drawdown | 150.00 | Maximal drawdown (%) | 2119.98 (8.0%) | | |
|
Total trades | 164 | Short positions (won %) | 82 (32.93%) | Long positions (won %) | 82 (36.59%) |
| Profit trades (% of total) | 57 (34.76%) | Loss trades (% of total) | 107 (65.24%) |
Largest | profit trade | 1500.00 | loss trade | -990.00 |
Average | profit trade | 608.25 | loss trade | -143.83 |
Maximum | consecutive wins (profit in money) | 5 (2169.98) | consecutive losses (loss in money) | 16 (-2119.98) |
Maximal | consecutive profit (count of wins) | 2960.01 (4) | consecutive loss (count of losses) | -2119.98 (16) |
Average | consecutive wins | 2 | consecutive losses | 3 |