Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 1 Hour (H1) 2005.01.03 00:00 - 2006.04.28 00:00 (2005.01.01 - 2006.04.28) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | Start=0; StopLoss=50; TakeProfit=5; Lots=2; |
|
Bars in test | 17195 | Ticks modelled | 105001 | Modelling quality | 50.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | -18900.00 | Gross profit | 60100.00 | Gross loss | -79000.00 |
Profit factor | 0.76 | Expected payoff | -27.79 | | |
Absolute drawdown | 19700.00 | Maximal drawdown (%) | 20900.00 (40.8%) | | |
|
Total trades | 680 | Short positions (won %) | 340 (90.00%) | Long positions (won %) | 340 (86.76%) |
| Profit trades (% of total) | 601 (88.38%) | Loss trades (% of total) | 79 (11.62%) |
Largest | profit trade | 100.00 | loss trade | -1000.00 |
Average | profit trade | 100.00 | loss trade | -1000.00 |
Maximum | consecutive wins (profit in money) | 43 (4300.00) | consecutive losses (loss in money) | 1 (-1000.00) |
Maximal | consecutive profit (count of wins) | 4300.00 (43) | consecutive loss (count of losses) | -1000.00 (1) |
Average | consecutive wins | 8 | consecutive losses | 1 |