Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.08.01 00:00 - 2006.09.01 00:00 (2006.08.01 - 2006.09.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; UseMM=true;
Risk=5; Lots=0.01; TakeProfit=50; Stoploss=300; TrailingStop=30; MaxOpenOrders=10; MinMarginLevel=250; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true;
PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=0; ClosingHour=24; writelog=0; |
|
Bars in test | 23227 | Ticks modelled | 141355 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9978.78 | Gross profit | 10210.84 | Gross loss | -232.06 |
Profit factor | 44.00 | Expected payoff | 216.93 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 232.06 (1.15%) | Relative drawdown | 1.15% (232.06) |
|
Total trades | 46 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 30 (100.00%) |
| Profit trades (% of total) | 45 (97.83%) | Loss trades (% of total) | 1 (2.17%) |
Largest | profit trade | 470.00 | loss trade | -232.06 |
Average | profit trade | 226.91 | loss trade | -232.06 |
Maximum | consecutive wins (profit in money) | 45 (10210.84) | consecutive losses (loss in money) | 1 (-232.06) |
Maximal | consecutive profit (count of wins) | 10210.84 (45) | consecutive loss (count of losses) | -232.06 (1) |
Average | consecutive wins | 45 | consecutive losses | 1 |