Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2005.01.03 00:00 - 2006.03.31 00:00 (2005.01.01 - 2006.03.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ID_BASE=100000; lots=1; MM=false;
Risk=10; stoploss=30; takeprofit=10; UseClose=false;
TSactivation=10; TrailPips=5; LongBar=15; MaxTrades=1; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=true;
period=60; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 128502 | Ticks modelled | 1183348 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 352600.00 | Gross profit | 397900.00 | Gross loss | -45300.00 |
Profit factor | 8.78 | Expected payoff | 85.38 | | |
Absolute drawdown | 300.00 | Maximal drawdown (%) | 1000.00 (0.3%) | | |
|
Total trades | 4130 | Short positions (won %) | 1964 (97.30%) | Long positions (won %) | 2166 (95.48%) |
| Profit trades (% of total) | 3979 (96.34%) | Loss trades (% of total) | 151 (3.66%) |
Largest | profit trade | 100.00 | loss trade | -300.00 |
Average | profit trade | 100.00 | loss trade | -300.00 |
Maximum | consecutive wins (profit in money) | 166 (16600.00) | consecutive losses (loss in money) | 2 (-600.00) |
Maximal | consecutive profit (count of wins) | 16600.00 (166) | consecutive loss (count of losses) | -600.00 (2) |
Average | consecutive wins | 27 | consecutive losses | 1 |