Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2005.01.03 02:00 - 2006.03.29 00:00 (2005.01.01 - 2006.03.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=50; StopLoss=5; TrailingStop=5; slippage=3; Lots=1; Level=5; Step=5; Size=5; Expiration=86400; CurBar=0; |
|
Bars in test | 16475 | Ticks modelled | 649511 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 38389.80 | Gross profit | 54789.90 | Gross loss | -16400.10 |
Profit factor | 3.34 | Expected payoff | 61.62 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 1580.06 (3.2%) | | |
|
Total trades | 623 | Short positions (won %) | 293 (42.66%) | Long positions (won %) | 330 (51.52%) |
| Profit trades (% of total) | 295 (47.35%) | Loss trades (% of total) | 328 (52.65%) |
Largest | profit trade | 500.00 | loss trade | -50.01 |
Average | profit trade | 185.73 | 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 |