| 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=50; TakeProfit=250; Lots=0.4; |
|
| Bars in test | 16734 | Ticks modelled | 238735 | Modelling quality | 41.09% |
|
| Initial deposit | 500.00 | | | | |
| Total net profit | -104.80 | Gross profit | 595.20 | Gross loss | -700.00 |
| Profit factor | 0.85 | Expected payoff | -0.99 | | |
| Absolute drawdown | 104.80 | Maximal drawdown (%) | 139.20 (26.0%) | | |
|
| Total trades | 106 | Short positions (won %) | 58 (60.34%) | Long positions (won %) | 48 (75.00%) |
| Profit trades (% of total) | 71 (66.98%) | Loss trades (% of total) | 35 (33.02%) |
| Largest | profit trade | 27.20 | loss trade | -20.00 |
| Average | profit trade | 8.38 | loss trade | -20.00 |
| Maximum | consecutive wins (profit in money) | 9 (82.40) | consecutive losses (loss in money) | 4 (-80.00) |
| Maximal | consecutive profit (count of wins) | 82.40 (9) | consecutive loss (count of losses) | -80.00 (4) |
| Average | consecutive wins | 3 | consecutive losses | 1 |