Symbol | EURUSD (Euro vs US Dollar) |
Period | Daily (D1) 2005.12.01 00:00 - 2006.09.28 00:00 (2005.12.01 - 2006.09.28) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | Use_BB_Filter=true;
Lots=1; TakeProfit=85; Init_Stop_Cushion=50; TrailingStop=true;
TrailingAct=65; TrailingStep=25; Start_BE=40; RSIPeriod=8; RSIMAPeriod=8; BandsPeriod=20; |
|
Bars in test | 628 | Ticks modelled | 7185 | Modelling quality | 50.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 8903.85 | Gross profit | 17577.00 | Gross loss | -8673.15 |
Profit factor | 2.03 | Expected payoff | 153.51 | | |
Absolute drawdown | 942.40 | Maximal drawdown | 2895.45 (17.85%) | Relative drawdown | 17.85% (2895.45) |
|
Total trades | 58 | Short positions (won %) | 24 (75.00%) | Long positions (won %) | 34 (73.53%) |
| Profit trades (% of total) | 43 (74.14%) | Loss trades (% of total) | 15 (25.86%) |
Largest | profit trade | 1111.60 | loss trade | -1779.60 |
Average | profit trade | 408.77 | loss trade | -578.21 |
Maximum | consecutive wins (profit in money) | 8 (2370.30) | consecutive losses (loss in money) | 3 (-2895.45) |
Maximal | consecutive profit (count of wins) | 5464.20 (7) | consecutive loss (count of losses) | -2895.45 (3) |
Average | consecutive wins | 4 | consecutive losses | 1 |