Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.10.06 00:00 - 2006.04.26 00:00 (2004.10.06 - 2006.04.26) |
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 | 11540 | Ticks modelled | 1441378 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1492.60 | Gross profit | 4067.45 | Gross loss | -2574.85 |
Profit factor | 1.58 | Expected payoff | 9.16 | | |
Absolute drawdown | 87.20 | Maximal drawdown (%) | 185.55 (1.8%) | | |
|
Total trades | 163 | Short positions (won %) | 92 (61.96%) | Long positions (won %) | 71 (54.93%) |
| Profit trades (% of total) | 96 (58.90%) | Loss trades (% of total) | 67 (41.10%) |
Largest | profit trade | 159.40 | loss trade | -96.40 |
Average | profit trade | 42.37 | loss trade | -38.43 |
Maximum | consecutive wins (profit in money) | 8 (304.25) | consecutive losses (loss in money) | 4 (-133.00) |
Maximal | consecutive profit (count of wins) | 304.25 (8) | consecutive loss (count of losses) | -165.55 (3) |
Average | consecutive wins | 2 | consecutive losses | 1 |