Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.03.02 23:00 - 2006.04.04 20:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=5; LongWma=10; RSIPer=14; StochK=10; StochD=3; StochSlow=3; |
|
Bars in test | 640 | Ticks modelled | 85183 | Modelling quality | 45.14% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -1086.00 | Gross profit | 5006.00 | Gross loss | -6092.00 |
Profit factor | 0.82 | Expected payoff | -29.35 | | |
Absolute drawdown | 2628.00 | Maximal drawdown (%) | 2628.00 (26.3%) | | |
|
Total trades | 37 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 20 (40.00%) |
| Profit trades (% of total) | 13 (35.14%) | Loss trades (% of total) | 24 (64.86%) |
Largest | profit trade | 1000.00 | loss trade | -708.00 |
Average | profit trade | 385.08 | loss trade | -253.83 |
Maximum | consecutive wins (profit in money) | 3 (442.00) | consecutive losses (loss in money) | 7 (-1598.00) |
Maximal | consecutive profit (count of wins) | 1480.00 (2) | consecutive loss (count of losses) | -1598.00 (7) |
Average | consecutive wins | 1 | consecutive losses | 3 |