Symbol | EURUSD (Euro vs US Dollar) |
Period | 4 Hours (H4) 2001.01.25 16:00 - 2006.09.25 00:00 (2001.01.01 - 2007.01.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | AlertsOn=true;
MultiPositions=true;
LotsPerTrade=1; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; |
|
Bars in test | 8828 | Ticks modelled | 3616792 | Modelling quality | 88.98% |
|
Initial deposit | 100000.00 | | | | |
Total net profit | -77346.98 | Gross profit | 591174.88 | Gross loss | -668521.86 |
Profit factor | 0.88 | Expected payoff | -26.87 | | |
Absolute drawdown | 78896.31 | Maximal drawdown | 93515.40 (81.59%) | Relative drawdown | 81.59% (93515.40) |
|
Total trades | 2879 | Short positions (won %) | 1367 (38.77%) | Long positions (won %) | 1512 (41.14%) |
| Profit trades (% of total) | 1152 (40.01%) | Loss trades (% of total) | 1727 (59.99%) |
Largest | profit trade | 3436.00 | loss trade | -1785.00 |
Average | profit trade | 513.17 | loss trade | -387.10 |
Maximum | consecutive wins (profit in money) | 15 (9681.00) | consecutive losses (loss in money) | 44 (-14704.05) |
Maximal | consecutive profit (count of wins) | 16210.99 (9) | consecutive loss (count of losses) | -14704.05 (44) |
Average | consecutive wins | 3 | consecutive losses | 4 |