Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2005.03.01 00:00 - 2006.04.28 22:00 (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 | 11602 | Ticks modelled | 1022310 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1118.88 | Gross profit | 3925.64 | Gross loss | -2806.76 |
Profit factor | 1.40 | Expected payoff | 23.31 | | |
Absolute drawdown | 306.76 | Maximal drawdown (%) | 542.38 (5.3%) | | |
|
Total trades | 48 | Short positions (won %) | 21 (33.33%) | Long positions (won %) | 27 (48.15%) |
| Profit trades (% of total) | 20 (41.67%) | Loss trades (% of total) | 28 (58.33%) |
Largest | profit trade | 207.80 | loss trade | -109.36 |
Average | profit trade | 196.28 | loss trade | -100.24 |
Maximum | consecutive wins (profit in money) | 3 (586.74) | consecutive losses (loss in money) | 5 (-502.60) |
Maximal | consecutive profit (count of wins) | 586.74 (3) | consecutive loss (count of losses) | -502.60 (5) |
Average | consecutive wins | 1 | consecutive losses | 2 |