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=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 | 11540 | Ticks modelled | 1441378 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 25154.92 | Gross profit | 68444.32 | Gross loss | -43289.40 |
Profit factor | 1.58 | Expected payoff | 154.32 | | |
Absolute drawdown | 646.40 | Maximal drawdown (%) | 2616.60 (8.0%) | | |
|
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 | 4127.60 | loss trade | -2616.60 |
Average | profit trade | 712.96 | loss trade | -646.11 |
Maximum | consecutive wins (profit in money) | 8 (2470.30) | consecutive losses (loss in money) | 4 (-1532.00) |
Maximal | consecutive profit (count of wins) | 6701.90 (4) | consecutive loss (count of losses) | -2616.60 (1) |
Average | consecutive wins | 2 | consecutive losses | 1 |