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=10; Lots=1; |
|
Bars in test | 17195 | Ticks modelled | 105000 | Modelling quality | 50.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -3540.00 | Gross profit | 56090.00 | Gross loss | -59630.00 |
Profit factor | 0.94 | Expected payoff | -5.21 | | |
Absolute drawdown | 5600.00 | Maximal drawdown (%) | 6500.00 (59.6%) | | |
|
Total trades | 680 | Short positions (won %) | 340 (84.12%) | Long positions (won %) | 340 (80.59%) |
| Profit trades (% of total) | 560 (82.35%) | Loss trades (% of total) | 120 (17.65%) |
Largest | profit trade | 200.00 | loss trade | -500.00 |
Average | profit trade | 100.16 | loss trade | -496.92 |
Maximum | consecutive wins (profit in money) | 23 (2300.00) | consecutive losses (loss in money) | 2 (-1000.00) |
Maximal | consecutive profit (count of wins) | 2300.00 (23) | consecutive loss (count of losses) | -1000.00 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |