Symbol | EURUSDm (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2005.06.06 23:15 - 2006.03.30 00:55 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ID=1234; lots=1; MM=false;
Risk=10; stoploss=30; takeprofit=50; UseClose=false;
TSactivation=40; TrailPips=5; MaxTrades=1; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; LongBar=15; UseLastPeriodPerams=false;
period=60; OneTradeperPeriod=false;
DisablePeriodMGMT=false;
Alerts=false;
AlertOnlyMode=false;
|
|
Bars in test | 59542 | Ticks modelled | 623900 | Modelling quality | 89.85% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7134.00 | Gross profit | 13050.00 | Gross loss | -5916.00 |
Profit factor | 2.21 | Expected payoff | 15.54 | | |
Absolute drawdown | 60.00 | Maximal drawdown (%) | 266.00 (1.5%) | | |
|
Total trades | 459 | Short positions (won %) | 239 (56.49%) | Long positions (won %) | 220 (57.27%) |
| Profit trades (% of total) | 261 (56.86%) | Loss trades (% of total) | 198 (43.14%) |
Largest | profit trade | 50.00 | loss trade | -30.00 |
Average | profit trade | 50.00 | loss trade | -29.88 |
Maximum | consecutive wins (profit in money) | 11 (550.00) | consecutive losses (loss in money) | 8 (-240.00) |
Maximal | consecutive profit (count of wins) | 550.00 (11) | consecutive loss (count of losses) | -240.00 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |