Symbol | EURUSDm (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.08.02 00:00 - 2006.02.25 00:00 (2004.08.01 - 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 | 850021 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1347.00 | Gross profit | 4682.00 | Gross loss | -3335.00 |
Profit factor | 1.40 | Expected payoff | 1.52 | | |
Absolute drawdown | 778.00 | Maximal drawdown (%) | 778.00 (7.8%) | | |
|
Total trades | 888 | Short positions (won %) | 376 (23.94%) | Long positions (won %) | 512 (25.59%) |
| Profit trades (% of total) | 221 (24.89%) | Loss trades (% of total) | 667 (75.11%) |
Largest | profit trade | 50.00 | loss trade | -5.00 |
Average | profit trade | 21.19 | loss trade | -5.00 |
Maximum | consecutive wins (profit in money) | 8 (145.00) | consecutive losses (loss in money) | 60 (-300.00) |
Maximal | consecutive profit (count of wins) | 250.00 (5) | consecutive loss (count of losses) | -300.00 (60) |
Average | consecutive wins | 2 | consecutive losses | 7 |