Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2011.01.31 00:00 - 2011.02.01 23:55 (2011.01.31 - 2011.02.02) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | S1="---------------- Entry Settings"; Step=0.02; Maximum=0.2; TrendCCIPeriod=14; S2="---------------- Money Management"; Lots=0.1; RiskMM=false;
RiskPercent=1; Martingale=false;
Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false;
HideTP=false;
TrailingProfit=0; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false;
HedgeSL=0; HedgeTP=0; ReverseSystem=false;
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Bars in test | 1577 | Ticks modelled | 153869 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1257.00 | | | | |
Total net profit | -67.40 | Gross profit | 21.90 | Gross loss | -89.30 |
Profit factor | 0.25 | Expected payoff | -9.63 | | |
Absolute drawdown | 68.40 | Maximal drawdown | 84.40 (6.63%) | Relative drawdown | 6.63% (84.40) |
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Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) |
Largest | profit trade | 12.90 | loss trade | -29.00 |
Average | profit trade | 10.95 | loss trade | -17.86 |
Maximum | consecutive wins (profit in money) | 1 (12.90) | consecutive losses (loss in money) | 3 (-58.10) |
Maximal | consecutive profit (count of wins) | 12.90 (1) | consecutive loss (count of losses) | -58.10 (3) |
Average | consecutive wins | 1 | consecutive losses | 3 |