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=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=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 29961 | Ticks modelled | 2985440 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 3858.72 | Gross profit | 12431.70 | Gross loss | -8572.98 |
Profit factor | 1.45 | Expected payoff | 7.87 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 431.66 (7.5%) | | |
|
Total trades | 490 | Short positions (won %) | 254 (56.30%) | Long positions (won %) | 236 (53.39%) |
| Profit trades (% of total) | 269 (54.90%) | Loss trades (% of total) | 221 (45.10%) |
Largest | profit trade | 175.74 | loss trade | -113.26 |
Average | profit trade | 46.21 | loss trade | -38.79 |
Maximum | consecutive wins (profit in money) | 6 (361.76) | consecutive losses (loss in money) | 5 (-155.26) |
Maximal | consecutive profit (count of wins) | 423.52 (5) | consecutive loss (count of losses) | -199.20 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |