Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.05.03 00:00 - 2006.06.09 04:00 (2004.05.01 - 2006.06.15) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; StopLoss=100; TrailingStop=0; TakeProfit=0; Slippage=3; AlwaysAllowMACD=true;
UseMACD=true;
MACDFast=6; MACDSlow=13; MACDSignal=4; MACDPrice=0; MACDSignalLong=0; MACDSignalShort=0; UseRVI=true;
RVIPeriod=7; UseMomentum=true;
MomentumPeriod=14; MomentumPrice=0; MomentumSignalLong=100; MomentumSignalShort=100; WhalePeriod=14; WhalePrice=7; WhaleModeFast=true;
WhaleSignals=true;
WhaleSignalLong=-1; WhaleSignalShort=1; IndicatorTimeFrame=60; CloseAllTrades=false;
ThresholdDiff=200; |
|
Bars in test | 13205 | Ticks modelled | 5022974 | Modelling quality | 44.68% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 53940.00 | Gross profit | 101730.00 | Gross loss | -47790.00 |
Profit factor | 2.13 | Expected payoff | 319.17 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 5000.00 (8.5%) | | |
|
Total trades | 169 | Short positions (won %) | 85 (65.88%) | Long positions (won %) | 84 (64.29%) |
| Profit trades (% of total) | 110 (65.09%) | Loss trades (% of total) | 59 (34.91%) |
Largest | profit trade | 3510.00 | loss trade | -1000.00 |
Average | profit trade | 924.82 | loss trade | -810.00 |
Maximum | consecutive wins (profit in money) | 7 (3870.00) | consecutive losses (loss in money) | 5 (-5000.00) |
Maximal | consecutive profit (count of wins) | 10360.00 (6) | consecutive loss (count of losses) | -5000.00 (5) |
Average | consecutive wins | 3 | consecutive losses | 1 |