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=2; 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 | 324844.85 | Gross profit | 1197953.48 | Gross loss | -873108.63 |
Profit factor | 1.37 | Expected payoff | 661.60 | | |
Absolute drawdown | 38.10 | Maximal drawdown (%) | 117223.26 (51.7%) | | |
|
Total trades | 491 | Short positions (won %) | 255 (56.86%) | Long positions (won %) | 236 (52.97%) |
| Profit trades (% of total) | 270 (54.99%) | Loss trades (% of total) | 221 (45.01%) |
Largest | profit trade | 45673.11 | loss trade | -28600.60 |
Average | profit trade | 4436.86 | loss trade | -3950.72 |
Maximum | consecutive wins (profit in money) | 6 (73924.43) | consecutive losses (loss in money) | 5 (-1727.12) |
Maximal | consecutive profit (count of wins) | 73924.43 (6) | consecutive loss (count of losses) | -50378.00 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |