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=186; TakeProfit=250; Lots=1; Compounding=0.1; |
|
Bars in test | 16734 | Ticks modelled | 238735 | Modelling quality | 41.09% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 669.44 | Gross profit | 1310.55 | Gross loss | -641.11 |
Profit factor | 2.04 | Expected payoff | 6.56 | | |
Absolute drawdown | 116.00 | Maximal drawdown (%) | 247.48 (39.2%) | | |
|
Total trades | 102 | Short positions (won %) | 54 (92.59%) | Long positions (won %) | 48 (95.83%) |
| Profit trades (% of total) | 96 (94.12%) | Loss trades (% of total) | 6 (5.88%) |
Largest | profit trade | 45.39 | loss trade | -167.40 |
Average | profit trade | 13.65 | loss trade | -106.85 |
Maximum | consecutive wins (profit in money) | 45 (517.17) | consecutive losses (loss in money) | 1 (-167.40) |
Maximal | consecutive profit (count of wins) | 517.17 (45) | consecutive loss (count of losses) | -167.40 (1) |
Average | consecutive wins | 16 | consecutive losses | 1 |