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) |
Bars in test | 16405 | Ticks modelled | 641150 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 38179.80 | Gross profit | 54229.90 | Gross loss | -16050.10 |
Profit factor | 3.38 | Expected payoff | 62.49 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 1580.06 (3.2%) | | |
|
Total trades | 611 | Short positions (won %) | 288 (43.40%) | Long positions (won %) | 323 (51.08%) |
| Profit trades (% of total) | 290 (47.46%) | Loss trades (% of total) | 321 (52.54%) |
Largest | profit trade | 500.00 | loss trade | -50.01 |
Average | profit trade | 187.00 | loss trade | -50.00 |
Maximum | consecutive wins (profit in money) | 12 (3340.00) | consecutive losses (loss in money) | 11 (-550.06) |
Maximal | consecutive profit (count of wins) | 3340.00 (12) | consecutive loss (count of losses) | -550.06 (11) |
Average | consecutive wins | 3 | consecutive losses | 3 |