Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.11.10 08:00 - 2005.05.12 00:00 (2004.11.10 - 2005.05.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=12; StopLoss=200; Orders_Space=9; Buy_first=false;
Lots=1; |
|
Bars in test | 7951 | Ticks modelled | 592382 | Modelling quality | 25.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 216674.50 | Gross profit | 283182.00 | Gross loss | -66507.50 |
Profit factor | 4.26 | Expected payoff | 81.33 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 995.50 (2.4%) | | |
|
Total trades | 2664 | Short positions (won %) | 1412 (76.42%) | Long positions (won %) | 1252 (68.05%) |
| Profit trades (% of total) | 1931 (72.48%) | Loss trades (% of total) | 733 (27.52%) |
Largest | profit trade | 860.00 | loss trade | -995.50 |
Average | profit trade | 146.65 | loss trade | -90.73 |
Maximum | consecutive wins (profit in money) | 15 (2310.50) | consecutive losses (loss in money) | 3 (-290.00) |
Maximal | consecutive profit (count of wins) | 2570.00 (7) | consecutive loss (count of losses) | -995.50 (1) |
Average | consecutive wins | 3 | consecutive losses | 1 |