Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2001.01.09 05:00 - 2005.11.11 22:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- SimpleDailyRangeBreakExpert_v1.2 ----"; Magic=1007; Slippage=6; Trace=false;
Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; TrailingStop=false;
InitialStop=true;
TimeZone=1; Data=" Input Data "; BuyPercent=90; SellPercent=70; StopPercent=50; TradePeriod=5; Trade=" Trade Days of Week"; Monday=true;
Tuesday=true;
Wednesday=true;
Thursday=true;
Friday=true;
MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 29961 | Ticks modelled | 2985440 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 3040.58 | Gross profit | 12045.50 | Gross loss | -9004.92 |
Profit factor | 1.34 | Expected payoff | 6.17 | | |
Absolute drawdown | 895.94 | Maximal drawdown (%) | 1135.66 (21.7%) | | |
|
Total trades | 493 | Short positions (won %) | 266 (53.38%) | Long positions (won %) | 227 (52.86%) |
| Profit trades (% of total) | 262 (53.14%) | Loss trades (% of total) | 231 (46.86%) |
Largest | profit trade | 166.02 | loss trade | -102.00 |
Average | profit trade | 45.98 | loss trade | -38.98 |
Maximum | consecutive wins (profit in money) | 8 (380.16) | consecutive losses (loss in money) | 6 (-159.00) |
Maximal | consecutive profit (count of wins) | 380.16 (8) | consecutive loss (count of losses) | -228.20 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |