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=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 | 11540 | Ticks modelled | 1441378 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 12395.14 | Gross profit | 35701.19 | Gross loss | -23306.05 |
Profit factor | 1.53 | Expected payoff | 83.19 | | |
Absolute drawdown | 2230.35 | Maximal drawdown (%) | 2492.00 (24.8%) | | |
|
Total trades | 149 | Short positions (won %) | 84 (67.86%) | Long positions (won %) | 65 (52.31%) |
| Profit trades (% of total) | 91 (61.07%) | Loss trades (% of total) | 58 (38.93%) |
Largest | profit trade | 2053.75 | loss trade | -1495.20 |
Average | profit trade | 392.32 | loss trade | -401.83 |
Maximum | consecutive wins (profit in money) | 8 (5496.40) | consecutive losses (loss in money) | 6 (-2492.00) |
Maximal | consecutive profit (count of wins) | 5496.40 (8) | consecutive loss (count of losses) | -2492.00 (6) |
Average | consecutive wins | 3 | consecutive losses | 2 |