Symbol | EURUSDm (Euro vs US Dollar) |
Period | 1 Hour (H1) 2005.02.01 00:00 - 2006.02.25 00:00 (2005.03.01 - 2006.02.25) |
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 | 16384 | Ticks modelled | 511028 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1441.00 | Gross profit | 3221.00 | Gross loss | -1780.00 |
Profit factor | 1.81 | Expected payoff | 2.80 | | |
Absolute drawdown | 10.00 | Maximal drawdown (%) | 193.00 (1.7%) | | |
|
Total trades | 515 | Short positions (won %) | 209 (32.54%) | Long positions (won %) | 306 (29.74%) |
| Profit trades (% of total) | 159 (30.87%) | Loss trades (% of total) | 356 (69.13%) |
Largest | profit trade | 50.00 | loss trade | -5.00 |
Average | profit trade | 20.26 | loss trade | -5.00 |
Maximum | consecutive wins (profit in money) | 8 (145.00) | consecutive losses (loss in money) | 30 (-150.00) |
Maximal | consecutive profit (count of wins) | 200.00 (4) | consecutive loss (count of losses) | -150.00 (30) |
Average | consecutive wins | 3 | consecutive losses | 6 |