Symbol | EURUSD (Euro vs US Dollar) |
Period | 30 Minutes (M30) 2004.06.18 12:30 - 2006.04.19 00:00 (2004.06.16 - 2006.04.19) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | step=0.02; max=0.2; Lots=0.1; Slippage=5; StopLoss=30; TakeProfit=200; target1=40; target2=80; target3=120; target4=160; range=0; range2=0; TrailingStop=30; |
|
Bars in test | 22818 | Ticks modelled | 1748840 | Modelling quality | 89.61% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -391.38 | Gross profit | 15693.06 | Gross loss | -16084.44 |
Profit factor | 0.98 | Expected payoff | -0.28 | | |
Absolute drawdown | 1005.56 | Maximal drawdown (%) | 1402.64 (13.5%) | | |
|
Total trades | 1383 | Short positions (won %) | 691 (36.47%) | Long positions (won %) | 692 (36.71%) |
| Profit trades (% of total) | 506 (36.59%) | Loss trades (% of total) | 877 (63.41%) |
Largest | profit trade | 183.22 | loss trade | -30.78 |
Average | profit trade | 31.01 | loss trade | -18.34 |
Maximum | consecutive wins (profit in money) | 5 (287.62) | consecutive losses (loss in money) | 18 (-272.34) |
Maximal | consecutive profit (count of wins) | 287.62 (5) | consecutive loss (count of losses) | -272.34 (18) |
Average | consecutive wins | 2 | consecutive losses | 3 |