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=0.3; |
|
Bars in test | 16734 | Ticks modelled | 238735 | Modelling quality | 41.09% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 1572.01 | Gross profit | 3892.24 | Gross loss | -2320.23 |
Profit factor | 1.68 | Expected payoff | 15.41 | | |
Absolute drawdown | 400.70 | Maximal drawdown (%) | 895.42 (90.0%) | | |
|
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 | 164.30 | loss trade | -677.04 |
Average | profit trade | 40.54 | loss trade | -386.70 |
Maximum | consecutive wins (profit in money) | 45 (1116.28) | consecutive losses (loss in money) | 1 (-677.04) |
Maximal | consecutive profit (count of wins) | 2034.62 (24) | consecutive loss (count of losses) | -677.04 (1) |
Average | consecutive wins | 16 | consecutive losses | 1 |