Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.01.02 01:00 - 2006.03.30 00:00 (2006.01.01 - 2006.03.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ProfitToTake=5; LossToPrevent=-15; Sell=0; Lots=0.1; Slippage=5; Level=5; |
|
Bars in test | 7529 | Ticks modelled | 186077 | Modelling quality | 90.00% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | -2978.40 | Gross profit | 3393.20 | Gross loss | -6371.60 |
Profit factor | 0.53 | Expected payoff | -1.88 | | |
Absolute drawdown | 2978.40 | Maximal drawdown (%) | 2978.40 (99.3%) | | |
|
Total trades | 1588 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1588 (39.61%) |
| Profit trades (% of total) | 629 (39.61%) | Loss trades (% of total) | 959 (60.39%) |
Largest | profit trade | 13.60 | loss trade | -20.40 |
Average | profit trade | 5.39 | loss trade | -6.64 |
Maximum | consecutive wins (profit in money) | 1 (13.60) | consecutive losses (loss in money) | 6 (-81.00) |
Maximal | consecutive profit (count of wins) | 13.60 (1) | consecutive loss (count of losses) | -81.00 (6) |
Average | consecutive wins | 1 | consecutive losses | 2 |