| Symbol | EURUSD (Euro vs US Dollar) |
| Period | Daily (D1) 2005.12.01 00:00 - 2006.09.29 00:00 (2006.01.01 - 2006.09.30) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Use_BB_Filter=true;
Use_00_GMT=true;
Lots=2; TakeProfit=130; Init_Stop_Cushion=0; TrailingStop=true;
TrailingAct=65; TrailingStep=25; Start_BE=40; MA_Method=1; RSIPeriod=8; RSIMAPeriod=8; BandsPeriod=20; |
|
| Bars in test | 521 | Ticks modelled | 1008500 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | -9008.70 | Gross profit | 1099.80 | Gross loss | -10108.50 |
| Profit factor | 0.11 | Expected payoff | -900.87 | | |
| Absolute drawdown | 9008.70 | Maximal drawdown | 9008.70 (90.09%) | Relative drawdown | 90.09% (9008.70) |
|
| Total trades | 10 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) |
| Largest | profit trade | 1085.40 | loss trade | -2600.00 |
| Average | profit trade | 219.96 | loss trade | -2021.70 |
| Maximum | consecutive wins (profit in money) | 3 (1099.80) | consecutive losses (loss in money) | 2 (-4957.30) |
| Maximal | consecutive profit (count of wins) | 1099.80 (3) | consecutive loss (count of losses) | -4957.30 (2) |
| Average | consecutive wins | 2 | consecutive losses | 2 |