Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 30 Minutes (M30) 2005.03.14 07:30 - 2006.08.18 00:00 (2006.01.01 - 2006.08.18) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; UseMM=false;
Risk=2; Lots=0.1; TakeProfit=30; Stoploss=25; TrailingStop=25; MaxOpenOrders=10; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true;
PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; |
|
Bars in test | 17750 | Ticks modelled | 1027108 | Modelling quality | 42.09% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 489.77 | Gross profit | 896.00 | Gross loss | -406.23 |
Profit factor | 2.21 | Expected payoff | 10.00 | | |
Absolute drawdown | 268.02 | Maximal drawdown | 308.02 (29.62%) | Relative drawdown | 29.62% (308.02) |
|
Total trades | 49 | Short positions (won %) | 29 (96.55%) | Long positions (won %) | 20 (95.00%) |
| Profit trades (% of total) | 47 (95.92%) | Loss trades (% of total) | 2 (4.08%) |
Largest | profit trade | 27.68 | loss trade | -206.90 |
Average | profit trade | 19.06 | loss trade | -203.11 |
Maximum | consecutive wins (profit in money) | 40 (757.80) | consecutive losses (loss in money) | 1 (-206.90) |
Maximal | consecutive profit (count of wins) | 757.80 (40) | consecutive loss (count of losses) | -206.90 (1) |
Average | consecutive wins | 16 | consecutive losses | 1 |