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=0; lots=1; MM=true;
Risk=10; stoploss=35; takeprofit=25; MaxTrades=1; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseTrail=false;
TrailingStop=20; LongBar=15; |
|
Bars in test | 16694 | Ticks modelled | 1862837 | Modelling quality | 66.69% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 12884250.00 | Gross profit | 24520000.00 | Gross loss | -11635750.00 |
Profit factor | 2.11 | Expected payoff | 8521.33 | | |
Absolute drawdown | 1750.00 | Maximal drawdown (%) | 245000.00 (2.2%) | | |
|
Total trades | 1512 | Short positions (won %) | 878 (75.63%) | Long positions (won %) | 634 (73.66%) |
| Profit trades (% of total) | 1131 (74.80%) | Loss trades (% of total) | 381 (25.20%) |
Largest | profit trade | 25000.00 | loss trade | -35000.00 |
Average | profit trade | 21679.93 | loss trade | -30540.03 |
Maximum | consecutive wins (profit in money) | 21 (525000.00) | consecutive losses (loss in money) | 6 (-210000.00) |
Maximal | consecutive profit (count of wins) | 525000.00 (21) | consecutive loss (count of losses) | -210000.00 (6) |
Average | consecutive wins | 4 | consecutive losses | 1 |