| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 1 Hour (H1) 2003.06.30 10:00 - 2006.03.24 19:00 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | ID_BASE=100000; lots=0.1; MM=false;
Risk=10; stoploss=28; takeprofit=13; UseClose=false;
TSactivation=40; TrailPips=5; LongBar=13; 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 | 16694 | Ticks modelled | 1862837 | Modelling quality | 66.69% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 28900.00 | Gross profit | 54548.00 | Gross loss | -25648.00 |
| Profit factor | 2.13 | Expected payoff | 5.65 | | |
| Absolute drawdown | 28.00 | Maximal drawdown (%) | 488.00 (1.4%) | | |
|
| Total trades | 5112 | Short positions (won %) | 2913 (82.49%) | Long positions (won %) | 2199 (81.54%) |
| Profit trades (% of total) | 4196 (82.08%) | Loss trades (% of total) | 916 (17.92%) |
| Largest | profit trade | 13.00 | loss trade | -28.00 |
| Average | profit trade | 13.00 | loss trade | -28.00 |
| Maximum | consecutive wins (profit in money) | 43 (559.00) | consecutive losses (loss in money) | 7 (-196.00) |
| Maximal | consecutive profit (count of wins) | 559.00 (43) | consecutive loss (count of losses) | -196.00 (7) |
| Average | consecutive wins | 6 | consecutive losses | 1 |