Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.06.16 00:00 - 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 | Confirm=1; length1=8; length2=20; length3=20; lots=1; TakeProfit=0; StopLoss=90; UseTrail=true;
TrailingAct=15; TrailingStep=20; UseADX=false;
ADXthresh=30; UseTimeFilter=false;
BeginHour=8; EndHour=18; Reverse=false;
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Bars in test | 22080 | Ticks modelled | 1772890 | Modelling quality | 89.94% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 996.32 | Gross profit | 37733.50 | Gross loss | -36737.18 |
Profit factor | 1.03 | Expected payoff | 3.35 | | |
Absolute drawdown | 7157.27 | Maximal drawdown (%) | 8275.06 (74.4%) | | |
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Total trades | 297 | Short positions (won %) | 158 (77.22%) | Long positions (won %) | 139 (64.75%) |
| Profit trades (% of total) | 212 (71.38%) | Loss trades (% of total) | 85 (28.62%) |
Largest | profit trade | 830.00 | loss trade | -915.60 |
Average | profit trade | 177.99 | loss trade | -432.20 |
Maximum | consecutive wins (profit in money) | 16 (2785.17) | consecutive losses (loss in money) | 4 (-852.60) |
Maximal | consecutive profit (count of wins) | 2785.17 (16) | consecutive loss (count of losses) | -1800.00 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |