Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Minute (M1) 2005.09.01 00:00 - 2006.09.29 00:00 (2005.09.01 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotPercentage=8; MinVal=5000; OpenOrder=0; OrderFlag=0; StopLossVal=40; TimePeriod=30; PointAdjust=0.0001; |
|
Bars in test | 731929 | Ticks modelled | 1792408 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3374125.84 | Gross profit | 4108391.03 | Gross loss | -734265.19 |
Profit factor | 5.60 | Expected payoff | 10677.61 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 80000.00 (4.53%) | Relative drawdown | 12.75% (5432.55) |
|
Total trades | 316 | Short positions (won %) | 162 (83.33%) | Long positions (won %) | 154 (81.82%) |
| Profit trades (% of total) | 261 (82.59%) | Loss trades (% of total) | 55 (17.41%) |
Largest | profit trade | 220269.72 | loss trade | -40000.00 |
Average | profit trade | 15740.96 | loss trade | -13350.28 |
Maximum | consecutive wins (profit in money) | 29 (225863.49) | consecutive losses (loss in money) | 4 (-3856.94) |
Maximal | consecutive profit (count of wins) | 826084.30 (17) | consecutive loss (count of losses) | -80000.00 (2) |
Average | consecutive wins | 6 | consecutive losses | 1 |