Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2006.01.02 00:00 - 2006.05.12 22:00 (2006.01.01 - 2006.05.13) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EntryDistance=10; TP=105; SL=1000; TrailingSL=55; |
|
Bars in test | 16523 | Ticks modelled | 332583 | Modelling quality | 89.96% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7313.98 | Gross profit | 38569.49 | Gross loss | -31255.51 |
Profit factor | 1.23 | Expected payoff | 32.51 | | |
Absolute drawdown | 1315.00 | Maximal drawdown (%) | 6650.50 (43.4%) | | |
|
Total trades | 225 | Short positions (won %) | 108 (33.33%) | Long positions (won %) | 117 (49.57%) |
| Profit trades (% of total) | 94 (41.78%) | Loss trades (% of total) | 131 (58.22%) |
Largest | profit trade | 1050.00 | loss trade | -550.00 |
Average | profit trade | 410.31 | loss trade | -238.59 |
Maximum | consecutive wins (profit in money) | 7 (3796.00) | consecutive losses (loss in money) | 8 (-1813.50) |
Maximal | consecutive profit (count of wins) | 3796.00 (7) | consecutive loss (count of losses) | -2064.50 (6) |
Average | consecutive wins | 2 | consecutive losses | 3 |