Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Minute (M1) 2004.06.16 10:55 - 2006.07.21 22:59 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Bars in test | 675277 | Ticks modelled | 1350454 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 106940.61 | Gross profit | 167150.18 | Gross loss | -60209.57 |
Profit factor | 2.78 | Expected payoff | 277.05 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 2795.50 (4.03%) | Relative drawdown | 7.81% (1189.02) |
|
Total trades | 386 | Short positions (won %) | 128 (90.63%) | Long positions (won %) | 258 (61.63%) |
| Profit trades (% of total) | 275 (71.24%) | Loss trades (% of total) | 111 (28.76%) |
Largest | profit trade | 3012.51 | loss trade | -2795.50 |
Average | profit trade | 607.82 | loss trade | -542.43 |
Maximum | consecutive wins (profit in money) | 20 (15497.02) | consecutive losses (loss in money) | 6 (-2627.52) |
Maximal | consecutive profit (count of wins) | 15497.02 (20) | consecutive loss (count of losses) | -2795.50 (1) |
Average | consecutive wins | 4 | consecutive losses | 2 |