Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.05.03 01:55 - 2006.05.18 00:00 (2005.01.01 - 2006.05.18) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=130; Lots=1; TrailingStop=20; StopLoss=100; UseStopLoss=false;
ShortEma=9; LongEma=30; |
|
Bars in test | 3242 | Ticks modelled | 53159 | Modelling quality | 87.23% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2453.00 | Gross profit | 2462.00 | Gross loss | -9.00 |
Profit factor | 273.56 | Expected payoff | 188.69 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 9.00 (0.1%) | | |
|
Total trades | 13 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) |
Largest | profit trade | 411.00 | loss trade | -9.00 |
Average | profit trade | 205.17 | loss trade | -9.00 |
Maximum | consecutive wins (profit in money) | 8 (1147.00) | consecutive losses (loss in money) | 1 (-9.00) |
Maximal | consecutive profit (count of wins) | 1315.00 (4) | consecutive loss (count of losses) | -9.00 (1) |
Average | consecutive wins | 6 | consecutive losses | 1 |