Symbol | EURUSD (Euro vs US Dollar) |
Period | 4 Hours (H4) 2004.11.10 00:00 - 2005.03.12 00:00 (2004.11.10 - 2005.03.12) |
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 | 7770 | Ticks modelled | 3009517 | Modelling quality | 13.63% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 769475.00 | Gross profit | 968954.00 | Gross loss | -199479.00 |
Profit factor | 4.86 | Expected payoff | 95.46 | | |
Absolute drawdown | 60.00 | Maximal drawdown (%) | 10095.00 (1.3%) | | |
|
Total trades | 8061 | Short positions (won %) | 4168 (69.03%) | Long positions (won %) | 3893 (72.18%) |
| Profit trades (% of total) | 5687 (70.55%) | Loss trades (% of total) | 2374 (29.45%) |
Largest | profit trade | 1060.00 | loss trade | -5092.50 |
Average | profit trade | 170.38 | loss trade | -84.03 |
Maximum | consecutive wins (profit in money) | 57 (8460.00) | consecutive losses (loss in money) | 3 (-140.00) |
Maximal | consecutive profit (count of wins) | 10540.00 (48) | consecutive loss (count of losses) | -10095.00 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |