Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2005.01.03 02:00 - 2006.03.24 00:00 (2005.01.01 - 2006.03.24) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=200; TrailingStop=40; StopLoss=10; UseStopLoss=true;
UseMACD=true;
slippage=3; ShortEma=4; LongEma=24; ImmediateTrade=true;
CounterTrend=true;
Lots=1; UseMoneyManagement=false;
AccountIsMicro=false;
Risk=10; UseHourTrade=false;
FromHourTrade=8; ToHourTrade=18; Show_Settings=true;
Summarized=false;
|
|
Bars in test | 16364 | Ticks modelled | 639278 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 20429.99 | Gross profit | 38729.99 | Gross loss | -18300.00 |
Profit factor | 2.12 | Expected payoff | 89.21 | | |
Absolute drawdown | 100.00 | Maximal drawdown (%) | 2100.01 (7.4%) | | |
|
Total trades | 229 | Short positions (won %) | 107 (9.35%) | Long positions (won %) | 122 (29.51%) |
| Profit trades (% of total) | 46 (20.09%) | Loss trades (% of total) | 183 (79.91%) |
Largest | profit trade | 2000.00 | loss trade | -100.00 |
Average | profit trade | 841.96 | loss trade | -100.00 |
Maximum | consecutive wins (profit in money) | 5 (3300.00) | consecutive losses (loss in money) | 15 (-1500.00) |
Maximal | consecutive profit (count of wins) | 3300.00 (5) | consecutive loss (count of losses) | -1500.00 (15) |
Average | consecutive wins | 1 | consecutive losses | 5 |