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 | EAname="Pro-Gen_3"; ID_BASE=100000; LongBar=15; BarOpenPercent=0.5; MaxTrades=1; lots=0.1; stoploss=30; takeprofit=40; MM=false;
Risk=10; PairsTraded=0; UseClose=false;
TSactivation=40; TrailPips=5; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseSimpleTF=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; EMAconfirm=false;
LowEMA=10; HighEMA=16; EMAtf=0; UseStoOpen=false;
StoTF=1; Reverse=false;
|
|
Bars in test | 16694 | Ticks modelled | 1862837 | Modelling quality | 66.69% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 22985.00 | Gross profit | 46953.00 | Gross loss | -23968.00 |
Profit factor | 1.96 | Expected payoff | 11.58 | | |
Absolute drawdown | 32.00 | Maximal drawdown (%) | 374.00 (1.2%) | | |
|
Total trades | 1985 | Short positions (won %) | 1106 (62.21%) | Long positions (won %) | 879 (62.34%) |
| Profit trades (% of total) | 1236 (62.27%) | Loss trades (% of total) | 749 (37.73%) |
Largest | profit trade | 38.00 | loss trade | -32.00 |
Average | profit trade | 37.99 | loss trade | -32.00 |
Maximum | consecutive wins (profit in money) | 23 (874.00) | consecutive losses (loss in money) | 8 (-256.00) |
Maximal | consecutive profit (count of wins) | 874.00 (23) | consecutive loss (count of losses) | -256.00 (8) |
Average | consecutive wins | 3 | consecutive losses | 2 |