Symbol | EURUSD (Euro vs US Dollar) |
Period | 30 Minutes (M30) 2006.05.18 09:30 - 2006.07.31 00:00 (2006.05.01 - 2006.07.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MovingShift=6; StopLoss=30; TakeProfit=30; TrailStop=5; fiftyVal=50; Lots=3; Slippage=4; |
|
Bars in test | 2526 | Ticks modelled | 227568 | Modelling quality | 80.44% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 12509.08 | Gross profit | 28709.10 | Gross loss | -16200.02 |
Profit factor | 1.77 | Expected payoff | 173.74 | | |
Absolute drawdown | 3300.09 | Maximal drawdown | 3480.04 (34.19%) | Relative drawdown | 34.19% (3480.04) |
|
Total trades | 72 | Short positions (won %) | 39 (66.67%) | Long positions (won %) | 33 (78.79%) |
| Profit trades (% of total) | 52 (72.22%) | Loss trades (% of total) | 20 (27.78%) |
Largest | profit trade | 900.00 | loss trade | -900.00 |
Average | profit trade | 552.10 | loss trade | -810.00 |
Maximum | consecutive wins (profit in money) | 11 (8219.96) | consecutive losses (loss in money) | 3 (-2700.00) |
Maximal | consecutive profit (count of wins) | 8219.96 (11) | consecutive loss (count of losses) | -2700.00 (3) |
Average | consecutive wins | 3 | consecutive losses | 1 |