Symbol | EURUSD (Euro vs US Dollar) |
Period | 4 Hours (H4) 2006.01.02 20:00 - 2006.03.31 00:00 (2006.01.01 - 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=12; stoploss=28; takeprofit=13; UseClose=false;
TSactivation=17; TrailPips=5; LongBar=16; MaxTrades=1; UseHourTrade=true;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=true;
period=60; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 7553 | Ticks modelled | 205529 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 16790.00 | Gross profit | 31070.00 | Gross loss | -14280.00 |
Profit factor | 2.18 | Expected payoff | 57.90 | | |
Absolute drawdown | 320.00 | Maximal drawdown (%) | 1030.00 (5.1%) | | |
|
Total trades | 290 | Short positions (won %) | 131 (79.39%) | Long positions (won %) | 159 (84.91%) |
| Profit trades (% of total) | 239 (82.41%) | Loss trades (% of total) | 51 (17.59%) |
Largest | profit trade | 130.00 | loss trade | -280.00 |
Average | profit trade | 130.00 | loss trade | -280.00 |
Maximum | consecutive wins (profit in money) | 19 (2470.00) | consecutive losses (loss in money) | 3 (-840.00) |
Maximal | consecutive profit (count of wins) | 2470.00 (19) | consecutive loss (count of losses) | -840.00 (3) |
Average | consecutive wins | 6 | consecutive losses | 1 |