Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 1 Hour (H1) 2005.03.25 21:00 - 2006.05.16 00:00 (2004.07.16 - 2006.05.16) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | maxLots=1; spread=4; lotSize=1; |
|
Bars in test | 7148 | Ticks modelled | 1611845 | Modelling quality | 88.74% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -8734.77 | Gross profit | 9720.20 | Gross loss | -18454.98 |
Profit factor | 0.53 | Expected payoff | -76.62 | | |
Absolute drawdown | 8734.77 | Maximal drawdown (%) | 9347.99 (88.1%) | | |
|
Total trades | 114 | Short positions (won %) | 65 (55.38%) | Long positions (won %) | 49 (55.10%) |
| Profit trades (% of total) | 63 (55.26%) | Loss trades (% of total) | 51 (44.74%) |
Largest | profit trade | 632.07 | loss trade | -771.12 |
Average | profit trade | 154.29 | loss trade | -361.86 |
Maximum | consecutive wins (profit in money) | 8 (1351.53) | consecutive losses (loss in money) | 7 (-2779.04) |
Maximal | consecutive profit (count of wins) | 1644.97 (7) | consecutive loss (count of losses) | -2779.04 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |