Symbol | EURUSD (Euro vs US Dollar) |
Okres | 1 Godzina (H1) 2005.01.03 00:00 - 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) |
Parametry | TakeProfit=50; StopLoss=5; TrailingStop=5; slippage=3; Lots=1; Level=5; Step=5; Size=5; Expiration=86400; CurBar=0; |
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Słupki w tescie | 17148 | Ticks modelled | 1020609 | Modelling quality | 90.00% |
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Depozyt początkowy | 10000.00 | | | | |
Total net profit | -1460.26 | Gross profit | 25899.94 | Gross loss | -27360.20 |
Profit factor | 0.95 | Przewidywany zysk | -1.75 | | |
Absolute drawdown | 1670.26 | Maximal drawdown (%) | 5100.07 (38.0%) | | |
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Transakcji w sumie | 834 | Short positions (won %) | 400 (32.50%) | Long positions (won %) | 434 (36.18%) |
| Profit trades (% of total) | 287 (34.41%) | Loss trades (% of total) | 547 (65.59%) |
Największy | profit trade | 500.00 | loss trade | -59.77 |
Average | profit trade | 90.24 | loss trade | -50.02 |
Maximum | consecutive wins (profit in money) | 6 (749.99) | consecutive losses (loss in money) | 19 (-959.77) |
Maximal | consecutive profit (count of wins) | 2000.00 (4) | consecutive loss (count of losses) | -959.77 (19) |
Średni | consecutive wins | 2 | consecutive losses | 3 |