Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 1 Hour (H1) 2004.04.19 21:00 - 2005.11.10 00:00 (2004.04.14 - 2005.11.10) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 9756 | Ticks modelled | 1161795 | Modelling quality | 89.08% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 21590.00 | Gross profit | 71990.00 | Gross loss | -50400.00 |
Profit factor | 1.43 | Expected payoff | 96.38 | | |
Absolute drawdown | 2100.00 | Maximal drawdown (%) | 4300.00 (22.4%) | | |
|
Total trades | 224 | Short positions (won %) | 112 (22.32%) | Long positions (won %) | 112 (27.68%) |
| Profit trades (% of total) | 56 (25.00%) | Loss trades (% of total) | 168 (75.00%) |
Largest | profit trade | 1300.00 | loss trade | -300.00 |
Average | profit trade | 1285.54 | loss trade | -300.00 |
Maximum | consecutive wins (profit in money) | 1 (1300.00) | consecutive losses (loss in money) | 13 (-3900.00) |
Maximal | consecutive profit (count of wins) | 1300.00 (1) | consecutive loss (count of losses) | -3900.00 (13) |
Average | consecutive wins | 1 | consecutive losses | 3 |