Symbol | EURUSD (Euro vs US Dollar) |
Period | 4 Hours (H4) 2005.06.06 00:00 - 2006.03.29 00:00 (2005.06.06 - 2006.03.29) |
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=false;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 7541 | Ticks modelled | 646708 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 45920.00 | Gross profit | 94920.00 | Gross loss | -49000.00 |
Profit factor | 1.94 | Expected payoff | 50.68 | | |
Absolute drawdown | 20.00 | Maximal drawdown (%) | 1370.00 (2.5%) | | |
|
Total trades | 906 | Short positions (won %) | 501 (82.44%) | Long positions (won %) | 405 (78.52%) |
| Profit trades (% of total) | 731 (80.68%) | Loss trades (% of total) | 175 (19.32%) |
Largest | profit trade | 130.00 | loss trade | -280.00 |
Average | profit trade | 129.85 | loss trade | -280.00 |
Maximum | consecutive wins (profit in money) | 23 (2990.00) | consecutive losses (loss in money) | 4 (-1120.00) |
Maximal | consecutive profit (count of wins) | 2990.00 (23) | consecutive loss (count of losses) | -1120.00 (4) |
Average | consecutive wins | 5 | consecutive losses | 1 |