Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.06.22 15:00 - 2006.03.30 07:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=50; StopLoss=5; TrailingStop=5; slippage=3; Lots=1; Level=5; Step=5; Size=5; Expiration=86400; CurBar=0; |
|
Bars in test | 11086 | Ticks modelled | 1683620 | Modelling quality | 89.19% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -9606.57 | Gross profit | 27575.85 | Gross loss | -37182.42 |
Profit factor | 0.74 | Expected payoff | -8.86 | | |
Absolute drawdown | 9626.57 | Maximal drawdown (%) | 9876.58 (96.4%) | | |
|
Total trades | 1084 | Short positions (won %) | 598 (33.78%) | Long positions (won %) | 486 (28.40%) |
| Profit trades (% of total) | 340 (31.37%) | Loss trades (% of total) | 744 (68.63%) |
Largest | profit trade | 500.00 | loss trade | -58.40 |
Average | profit trade | 81.11 | loss trade | -49.98 |
Maximum | consecutive wins (profit in money) | 7 (1040.00) | consecutive losses (loss in money) | 26 (-1300.00) |
Maximal | consecutive profit (count of wins) | 2000.00 (4) | consecutive loss (count of losses) | -1300.00 (26) |
Average | consecutive wins | 2 | consecutive losses | 4 |