Symbol | EURUSDm (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.03.27 00:00 - 2006.05.26 17:00 (2006.03.27 - 2006.05.27) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=5; Start2=14; EOD=24; FridayClosing=21; FirstSessionOnly=false;
Length=4; Pips=1; StopLoss=50; BreakEven=27; TrailingStop=0; TakeProfit=68; Minimum.Lot=1; MaximumRisk=0.1; DecreaseFactor=3; Lot.Margin=50; Use.Money.Mgt=false;
DevL=3; DevS=0; |
|
Bars in test | 17336 | Ticks modelled | 176699 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 884.00 | Gross profit | 1417.00 | Gross loss | -533.00 |
Profit factor | 2.66 | Expected payoff | 14.26 | | |
Absolute drawdown | 11.00 | Maximal drawdown (%) | 105.00 (8.0%) | | |
|
Total trades | 62 | Short positions (won %) | 32 (62.50%) | Long positions (won %) | 30 (70.00%) |
| Profit trades (% of total) | 41 (66.13%) | Loss trades (% of total) | 21 (33.87%) |
Largest | profit trade | 68.00 | loss trade | -50.00 |
Average | profit trade | 34.56 | loss trade | -25.38 |
Maximum | consecutive wins (profit in money) | 9 (364.00) | consecutive losses (loss in money) | 4 (-105.00) |
Maximal | consecutive profit (count of wins) | 364.00 (9) | consecutive loss (count of losses) | -105.00 (4) |
Average | consecutive wins | 3 | consecutive losses | 1 |