Symbol | EURUSD (Euro vs US Dollar) |
Period | Daily (D1) 2006.04.03 00:00 - 2006.10.01 00:00 (2006.04.01 - 2006.10.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | BORDER=5; START_TIME=0; LOTS=0.1; STOPLOSS=20; TAKEPROFIT=60; MOVE_SL_AT=35; MOVE_SL_TO=5; CLOSE_AFTER_N_CANDLES=1; TRAILSTOP=0; SLIPPAGE=0; |
|
Bars in test | 608 | Ticks modelled | 688956 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -1080.73 | Gross profit | 702.86 | Gross loss | -1783.59 |
Profit factor | 0.39 | Expected payoff | -9.32 | | |
Absolute drawdown | 1105.73 | Maximal drawdown | 1110.73 (11.10%) | Relative drawdown | 11.10% (1110.73) |
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Total trades | 116 | Short positions (won %) | 58 (25.86%) | Long positions (won %) | 58 (17.24%) |
| Profit trades (% of total) | 25 (21.55%) | Loss trades (% of total) | 91 (78.45%) |
Largest | profit trade | 60.00 | loss trade | -20.00 |
Average | profit trade | 28.11 | loss trade | -19.60 |
Maximum | consecutive wins (profit in money) | 3 (70.00) | consecutive losses (loss in money) | 11 (-220.00) |
Maximal | consecutive profit (count of wins) | 75.15 (2) | consecutive loss (count of losses) | -220.00 (11) |
Average | consecutive wins | 1 | consecutive losses | 5 |