Symbol | EURUSDm (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.04.04 00:20 - 2006.06.23 20:00 (2004.01.01 - 2006.06.25) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TrailingStop=5; TrailingStopTrigger=19; StopLoss=125; TakeProfit=250; Lots=0.4; |
|
Bars in test | 16734 | Ticks modelled | 238735 | Modelling quality | 41.09% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 141.20 | Gross profit | 817.20 | Gross loss | -676.00 |
Profit factor | 1.21 | Expected payoff | 1.20 | | |
Absolute drawdown | 86.80 | Maximal drawdown (%) | 174.00 (24.1%) | | |
|
Total trades | 118 | Short positions (won %) | 64 (85.94%) | Long positions (won %) | 54 (90.74%) |
| Profit trades (% of total) | 104 (88.14%) | Loss trades (% of total) | 14 (11.86%) |
Largest | profit trade | 27.20 | loss trade | -50.00 |
Average | profit trade | 7.86 | loss trade | -48.29 |
Maximum | consecutive wins (profit in money) | 37 (266.80) | consecutive losses (loss in money) | 2 (-100.00) |
Maximal | consecutive profit (count of wins) | 266.80 (37) | consecutive loss (count of losses) | -100.00 (2) |
Average | consecutive wins | 8 | consecutive losses | 1 |