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=0.6; 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;
UseObsoleteMethod=true;
OMwhenProfitOnly=false;
ObsoleteMinutes=60; |
|
Bars in test | 16694 | Ticks modelled | 1862837 | Modelling quality | 66.69% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 37256.00 | Gross profit | 64625.00 | Gross loss | -27369.00 |
Profit factor | 2.36 | Expected payoff | 9.85 | | |
Absolute drawdown | 30.00 | Maximal drawdown (%) | 553.00 (1.3%) | | |
|
Total trades | 3784 | Short positions (won %) | 1994 (67.75%) | Long positions (won %) | 1790 (69.89%) |
| Profit trades (% of total) | 2602 (68.76%) | Loss trades (% of total) | 1182 (31.24%) |
Largest | profit trade | 40.00 | loss trade | -30.00 |
Average | profit trade | 24.84 | loss trade | -23.15 |
Maximum | consecutive wins (profit in money) | 26 (972.00) | consecutive losses (loss in money) | 9 (-143.00) |
Maximal | consecutive profit (count of wins) | 972.00 (26) | consecutive loss (count of losses) | -182.00 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |