Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2005.10.03 00:00 - 2005.10.31 00:00 (2005.10.01 - 2005.10.31) |
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 | 33734 | Modelling quality | 89.82% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5955.50 | Gross profit | 8490.00 | Gross loss | -2534.50 |
Profit factor | 3.35 | Expected payoff | 141.80 | | |
Absolute drawdown | 959.00 | Maximal drawdown (%) | 1054.50 (10.4%) | | |
|
Total trades | 42 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 24 (66.67%) |
| Profit trades (% of total) | 28 (66.67%) | Loss trades (% of total) | 14 (33.33%) |
Largest | profit trade | 805.50 | loss trade | -300.00 |
Average | profit trade | 303.21 | loss trade | -181.04 |
Maximum | consecutive wins (profit in money) | 8 (1511.00) | consecutive losses (loss in money) | 6 (-1054.50) |
Maximal | consecutive profit (count of wins) | 1757.50 (5) | consecutive loss (count of losses) | -1054.50 (6) |
Average | consecutive wins | 3 | consecutive losses | 2 |