Symbol | EURUSD (Euro vs US Dollar) |
Period | 30 Minutes (M30) 2006.01.05 00:00 - 2006.04.26 15:30 (2005.03.01 - 2006.04.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=0; slip=100; Lots=0.1; TakeProfit=200; Stoploss=100; TrailingStop=15; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true;
PipStep=100; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=1000; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; |
|
Bars in test | 3865 | Ticks modelled | 236560 | Modelling quality | 80.50% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1382.00 | Gross profit | 2573.00 | Gross loss | -1191.00 |
Profit factor | 2.16 | Expected payoff | 55.28 | | |
Absolute drawdown | 197.60 | Maximal drawdown (%) | 397.40 (3.4%) | | |
|
Total trades | 25 | Short positions (won %) | 15 (26.67%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 13 (52.00%) | Loss trades (% of total) | 12 (48.00%) |
Largest | profit trade | 200.40 | loss trade | -100.80 |
Average | profit trade | 197.92 | loss trade | -99.25 |
Maximum | consecutive wins (profit in money) | 7 (1399.00) | consecutive losses (loss in money) | 4 (-397.40) |
Maximal | consecutive profit (count of wins) | 1399.00 (7) | consecutive loss (count of losses) | -397.40 (4) |
Average | consecutive wins | 4 | consecutive losses | 3 |