Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.06.22 15:00 - 2006.04.28 00:00 (2004.06.16 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | timeframe=60; stopLoss=170; lTakeProfit=40; sTakeProfit=45; lTrailingStop=30; sTrailingStop=25; clOpenBuy=Blue; clCloseBuy=Aqua; clOpenSell=Red; clCloseSell=Violet; clModiBuy=Blue; clModiSell=Red; Name_Expert="100 pips v4 SL50 TP100 - 1"; Slippage=2; UseSound=true;
NameFileSound="shotgun.wav"; Lots=0.3; |
|
Bars in test | 11580 | Ticks modelled | 1759699 | Modelling quality | 89.22% |
|
Initial deposit | 2000.00 | | | | |
Total net profit | 6495.30 | Gross profit | 30422.10 | Gross loss | -23926.80 |
Profit factor | 1.27 | Expected payoff | 16.12 | | |
Absolute drawdown | 832.35 | Maximal drawdown (%) | 1945.05 (25.9%) | | |
|
Total trades | 403 | Short positions (won %) | 205 (88.78%) | Long positions (won %) | 198 (86.36%) |
| Profit trades (% of total) | 353 (87.59%) | Loss trades (% of total) | 50 (12.41%) |
Largest | profit trade | 148.20 | loss trade | -557.25 |
Average | profit trade | 86.18 | loss trade | -478.54 |
Maximum | consecutive wins (profit in money) | 32 (2431.05) | consecutive losses (loss in money) | 3 (-1550.25) |
Maximal | consecutive profit (count of wins) | 2431.05 (32) | consecutive loss (count of losses) | -1550.25 (3) |
Average | consecutive wins | 9 | consecutive losses | 1 |