Symbol | EURUSD (Euro vs US Dollar) |
Period | 30 Minutes (M30) 2004.12.30 05:30 - 2006.05.05 20:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MM_Parameters="---------- Money Management ----------"; MM=true;
Lots=1; Risk=10; Other_Paramaters="-------- Execution Management --------"; stoploss=17; takeprofit=10; BarSpread=10; MaxTrades=1; |
|
Bars in test | 16445 | Ticks modelled | 2304409 | Modelling quality | 40.77% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9529270.00 | Gross profit | 19067800.00 | Gross loss | -9538530.00 |
Profit factor | 2.00 | Expected payoff | 2339.05 | | |
Absolute drawdown | 110.00 | Maximal drawdown (%) | 618000.00 (6.1%) | | |
|
Total trades | 4074 | Short positions (won %) | 3124 (75.54%) | Long positions (won %) | 950 (75.58%) |
| Profit trades (% of total) | 3078 (75.55%) | Loss trades (% of total) | 996 (24.45%) |
Largest | profit trade | 10000.00 | loss trade | -17000.00 |
Average | profit trade | 6194.87 | loss trade | -9576.84 |
Maximum | consecutive wins (profit in money) | 86 (860000.00) | consecutive losses (loss in money) | 7 (-119000.00) |
Maximal | consecutive profit (count of wins) | 860000.00 (86) | consecutive loss (count of losses) | -119000.00 (7) |
Average | consecutive wins | 4 | consecutive losses | 1 |