Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 1 Minute (M1) 2006.07.17 00:05 - 2006.08.18 22:59 (2006.07.16 - 2006.08.19) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 32768 | Ticks modelled | 108838 | Modelling quality | 25.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 1435.25 | Gross profit | 1557.94 | Gross loss | -122.69 |
Profit factor | 12.70 | Expected payoff | 25.63 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 122.69 (1.87%) | Relative drawdown | 1.87% (122.69) |
|
Total trades | 56 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 46 (93.48%) |
| Profit trades (% of total) | 53 (94.64%) | Loss trades (% of total) | 3 (5.36%) |
Largest | profit trade | 40.71 | loss trade | -80.59 |
Average | profit trade | 29.40 | loss trade | -40.90 |
Maximum | consecutive wins (profit in money) | 53 (1557.94) | consecutive losses (loss in money) | 3 (-122.69) |
Maximal | consecutive profit (count of wins) | 1557.94 (53) | consecutive loss (count of losses) | -122.69 (3) |
Average | consecutive wins | 53 | consecutive losses | 3 |