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; HedgeLevel=6; 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 | 38740.05 | Gross profit | 103960.01 | Gross loss | -65219.96 |
Profit factor | 1.59 | Expected payoff | 79.06 | | |
Absolute drawdown | 3770.00 | Maximal drawdown (%) | 10890.00 (63.6%) | | |
|
Total trades | 490 | Short positions (won %) | 245 (35.51%) | Long positions (won %) | 245 (37.96%) |
| Profit trades (% of total) | 180 (36.73%) | Loss trades (% of total) | 310 (63.27%) |
Largest | profit trade | 1510.00 | loss trade | -990.00 |
Average | profit trade | 577.56 | loss trade | -210.39 |
Maximum | consecutive wins (profit in money) | 15 (11419.99) | consecutive losses (loss in money) | 35 (-10789.99) |
Maximal | consecutive profit (count of wins) | 11419.99 (15) | consecutive loss (count of losses) | -10789.99 (35) |
Average | consecutive wins | 5 | consecutive losses | 9 |