Symbol | EURUSD (Euro vs. United States Dollar) |
Period | Daily (D1) 2004.11.03 00:00 - 2006.09.29 00:00 (2004.06.17 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Use_BB_Filter=true;
Use_00_GMT=false;
Lots=2; Take_Partial_Profit_Lots=1; Take_Partial_Profit=50; TakeProfit=300; Use_ATR_Stop=true;
Use_ATR_Pct=0.7; Init_Stop_Cushion=0; TrailingStop=true;
TrailingAct=50; TrailingStep=50; Start_BE=50; MA_Method=1; RSIPeriod=8; RSIMAPeriod=8; BandsPeriod=20; |
|
Bars in test | 599 | Ticks modelled | 2458808 | Modelling quality | 74.99% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 15588.02 | Gross profit | 27787.35 | Gross loss | -12199.33 |
Profit factor | 2.28 | Expected payoff | 264.20 | | |
Absolute drawdown | 404.53 | Maximal drawdown | 6201.49 (22.48%) | Relative drawdown | 22.48% (6201.49) |
|
Total trades | 59 | Short positions (won %) | 54 (85.19%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 50 (84.75%) | Loss trades (% of total) | 9 (15.25%) |
Largest | profit trade | 1733.98 | loss trade | -1462.40 |
Average | profit trade | 555.75 | loss trade | -1355.48 |
Maximum | consecutive wins (profit in money) | 24 (14090.17) | consecutive losses (loss in money) | 3 (-4122.72) |
Maximal | consecutive profit (count of wins) | 14090.17 (24) | consecutive loss (count of losses) | -4122.72 (3) |
Average | consecutive wins | 7 | consecutive losses | 2 |