Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.07.01 00:00 - 2005.10.31 00:00 (2004.07.01 - 2006.04.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EntryDistance=5; TP=80; SL=50; TrailingSL=30; |
|
Bars in test | 13157 | Ticks modelled | 1263467 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3147.60 | Gross profit | 105911.92 | Gross loss | -102764.32 |
Profit factor | 1.03 | Expected payoff | 3.55 | | |
Absolute drawdown | 4421.01 | Maximal drawdown (%) | 6661.98 (54.4%) | | |
|
Total trades | 886 | Short positions (won %) | 456 (39.47%) | Long positions (won %) | 430 (39.07%) |
| Profit trades (% of total) | 348 (39.28%) | Loss trades (% of total) | 538 (60.72%) |
Largest | profit trade | 805.50 | loss trade | -320.00 |
Average | profit trade | 304.34 | loss trade | -191.01 |
Maximum | consecutive wins (profit in money) | 8 (1511.00) | consecutive losses (loss in money) | 11 (-2110.01) |
Maximal | consecutive profit (count of wins) | 2820.00 (5) | consecutive loss (count of losses) | -2110.01 (11) |
Average | consecutive wins | 2 | consecutive losses | 3 |