Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2011.01.28 00:00 - 2011.02.24 23:55 (2011.01.28 - 2011.02.25) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | S_Indicators="*** Entry Settings ***"; PSAR.Step=0.015; PSAR.Maximum=0.25; TrendCCIPeriod=14; ZAZ.ActivePeriods=5; OrderStrategy=0; S_MoneyManagement="*** Money Management ***"; Lots=0.1; RiskMM=false;
EquityRiskPerCent=1; MinLots=0.01; MaxLots=100; NumberofEAs=1; ReverseSignals=false;
S_OrderManagement="*** Order Management ***"; TakeProfit=0; TrailingProfit=0; UsePendingOrders=false;
PlaceBracketOrders=false;
MaxOpenOrders=1; TakeProfitsAt="1.0,2.0,3.0"; UseTPsForSL=false;
Slippage=3; ECNBroker=true;
MagicNumber=1961132650; S_Exit1="*** Order Exit Options ***"; TrailingStop=0; TrailingStep=0; BreakEven=0; BreakEvenPipsinProfit=0; ProfitRetention=0; TurtleStop=false;
LookBackPeriod=5; ATRStop=false;
ATRPeriod=55; ATRValue=2; ATRFileName="ATR"; MovingAverageStopLoss=false;
MARPrice=6; MARMethod=8; MARPeriod=25; S_TradingTimes="*** Trading Times ***"; TradeHourStart=0; TradeHourStop=24; TradeSignalEveryTick=false;
TradeSignalEveryBar=true;
TradeSignalByMinutes=false;
|
|
Bars in test | 6713 | Ticks modelled | 1341387 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | | |
Total net profit | -25.69 | Gross profit | 120.87 | Gross loss | -146.56 |
Profit factor | 0.82 | Expected payoff | -8.56 | | |
Absolute drawdown | 165.18 | Maximal drawdown | 174.98 (17.33%) | Relative drawdown | 17.33% (174.98) |
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Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) |
Largest | profit trade | 120.87 | loss trade | -119.38 |
Average | profit trade | 120.87 | loss trade | -73.28 |
Maximum | consecutive wins (profit in money) | 1 (120.87) | consecutive losses (loss in money) | 1 (-119.38) |
Maximal | consecutive profit (count of wins) | 120.87 (1) | consecutive loss (count of losses) | -119.38 (1) |
Average | consecutive wins | 1 | consecutive losses | 1 |