Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2005.01.14 18:00 - 2006.05.17 09:00 (2004.06.01 - 2006.06.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 8340 | Ticks modelled | 794579 | Modelling quality | 88.92% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -6756.00 | Gross profit | 6148.00 | Gross loss | -12904.00 |
Profit factor | 0.48 | Expected payoff | -49.68 | | |
Absolute drawdown | 6756.00 | Maximal drawdown (%) | 6756.00 (67.6%) | | |
|
Total trades | 136 | Short positions (won %) | 60 (18.33%) | Long positions (won %) | 76 (22.37%) |
| Profit trades (% of total) | 28 (20.59%) | Loss trades (% of total) | 108 (79.41%) |
Largest | profit trade | 600.00 | loss trade | -308.00 |
Average | profit trade | 219.57 | loss trade | -119.48 |
Maximum | consecutive wins (profit in money) | 3 (450.00) | consecutive losses (loss in money) | 21 (-1575.00) |
Maximal | consecutive profit (count of wins) | 1200.00 (2) | consecutive loss (count of losses) | -2708.00 (9) |
Average | consecutive wins | 1 | consecutive losses | 5 |