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=10; stoploss=28; takeprofit=13; UseClose=false;
TSactivation=40; TrailPips=5; LongBar=16; MaxTrades=1; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 7553 | Ticks modelled | 203921 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -5480.00 | Gross profit | 13000.00 | Gross loss | -18480.00 |
Profit factor | 0.70 | Expected payoff | -33.01 | | |
Absolute drawdown | 5480.00 | Maximal drawdown (%) | 6250.00 (58.0%) | | |
|
Total trades | 166 | Short positions (won %) | 112 (59.82%) | Long positions (won %) | 54 (61.11%) |
| Profit trades (% of total) | 100 (60.24%) | Loss trades (% of total) | 66 (39.76%) |
Largest | profit trade | 130.00 | loss trade | -280.00 |
Average | profit trade | 130.00 | loss trade | -280.00 |
Maximum | consecutive wins (profit in money) | 9 (1170.00) | consecutive losses (loss in money) | 5 (-1400.00) |
Maximal | consecutive profit (count of wins) | 1170.00 (9) | consecutive loss (count of losses) | -1400.00 (5) |
Average | consecutive wins | 3 | consecutive losses | 2 |