Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Minute (M1) 2006.01.02 00:51 - 2006.04.30 00:00 (2006.01.01 - 2006.04.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=10; Start2=14; EOD=24; FridayClosing=23; FirstSessionOnly=false;
Length=4; Pips=5; StopLoss=50; BreakEven=30; TrailingStop=0; TakeProfit=80; Lots=1; |
|
Bars in test | 612279 | Ticks modelled | 928425 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -2950.94 | Gross profit | 30697.02 | Gross loss | -33647.96 |
Profit factor | 0.91 | Expected payoff | -13.47 | | |
Absolute drawdown | 7671.94 | Maximal drawdown (%) | 9773.95 (80.8%) | | |
|
Total trades | 219 | Short positions (won %) | 112 (44.64%) | Long positions (won %) | 107 (50.47%) |
| Profit trades (% of total) | 104 (47.49%) | Loss trades (% of total) | 115 (52.51%) |
Largest | profit trade | 840.00 | loss trade | -500.00 |
Average | profit trade | 295.16 | loss trade | -292.59 |
Maximum | consecutive wins (profit in money) | 5 (1233.00) | consecutive losses (loss in money) | 7 (-2941.00) |
Maximal | consecutive profit (count of wins) | 2900.00 (4) | consecutive loss (count of losses) | -2941.00 (7) |
Average | consecutive wins | 2 | consecutive losses | 2 |