Symbol | EURUSD (Euro vs US Dollar) |
Period | 4 Hours (H4) 2005.01.03 00:00 - 2006.03.01 00:00 (2005.01.01 - 2006.02.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ID_BASE=100000; lots=1; MM=false;
Risk=10; stoploss=28; takeprofit=13; UseClose=false;
TSactivation=40; TrailPips=5; LongBar=16; MaxTrades=1; UseHourTrade=true;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 7417 | Ticks modelled | 941943 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 54850.00 | Gross profit | 116610.00 | Gross loss | -61760.00 |
Profit factor | 1.89 | Expected payoff | 49.06 | | |
Absolute drawdown | 340.00 | Maximal drawdown (%) | 1730.00 (2.6%) | | |
|
Total trades | 1118 | Short positions (won %) | 603 (83.25%) | Long positions (won %) | 515 (76.70%) |
| Profit trades (% of total) | 897 (80.23%) | Loss trades (% of total) | 221 (19.77%) |
Largest | profit trade | 130.00 | loss trade | -280.00 |
Average | profit trade | 130.00 | loss trade | -279.46 |
Maximum | consecutive wins (profit in money) | 18 (2340.00) | consecutive losses (loss in money) | 6 (-1680.00) |
Maximal | consecutive profit (count of wins) | 2340.00 (18) | consecutive loss (count of losses) | -1680.00 (6) |
Average | consecutive wins | 5 | consecutive losses | 1 |