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=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=true;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 29961 | Ticks modelled | 2985440 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 95915.04 | Gross profit | 305304.43 | Gross loss | -209389.39 |
Profit factor | 1.46 | Expected payoff | 194.55 | | |
Absolute drawdown | 4131.06 | Maximal drawdown (%) | 20973.65 (25.2%) | | |
|
Total trades | 493 | Short positions (won %) | 266 (53.38%) | Long positions (won %) | 227 (52.42%) |
| Profit trades (% of total) | 261 (52.94%) | Loss trades (% of total) | 232 (47.06%) |
Largest | profit trade | 16196.00 | loss trade | -11907.50 |
Average | profit trade | 1169.75 | loss trade | -902.54 |
Maximum | consecutive wins (profit in money) | 8 (8598.45) | consecutive losses (loss in money) | 6 (-318.00) |
Maximal | consecutive profit (count of wins) | 30735.85 (7) | consecutive loss (count of losses) | -15973.50 (2) |
Average | consecutive wins | 2 | consecutive losses | 2 |