Symbol | EURUSDm (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.04.04 00:20 - 2006.06.23 20:00 (2004.01.01 - 2006.06.24) |
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=0.2; |
|
Bars in test | 16734 | Ticks modelled | 238735 | Modelling quality | 41.09% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 1512.79 | Gross profit | 3083.47 | Gross loss | -1570.68 |
Profit factor | 1.96 | Expected payoff | 14.83 | | |
Absolute drawdown | 263.80 | Maximal drawdown (%) | 558.13 (70.3%) | | |
|
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 | 121.89 | loss trade | -474.30 |
Average | profit trade | 32.12 | loss trade | -261.78 |
Maximum | consecutive wins (profit in money) | 45 (1043.41) | consecutive losses (loss in money) | 1 (-474.30) |
Maximal | consecutive profit (count of wins) | 1507.78 (24) | consecutive loss (count of losses) | -474.30 (1) |
Average | consecutive wins | 16 | consecutive losses | 1 |