Symbol | EURUSDm (Euro vs US Dollar) |
Period | 1 Minute (M1) 2004.06.16 12:35 - 2006.04.20 17:28 (2006.03.01 - 2006.04.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=11; Start2=15; EOD=24; FridayClosing=23; FirstSessionOnly=false;
Length=4; Pips=5; StopLoss=50; BreakEven=30; TrailingStop=0; TakeProfit=80; Lots=1; Risk=0.1; |
|
Bars in test | 587421 | Ticks modelled | 2731239 | Modelling quality | 25.00% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 620.51 | Gross profit | 1201.45 | Gross loss | -580.94 |
Profit factor | 2.07 | Expected payoff | 15.13 | | |
Absolute drawdown | 31.00 | Maximal drawdown (%) | 220.75 (22.5%) | | |
|
Total trades | 41 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 24 (45.83%) |
| Profit trades (% of total) | 22 (53.66%) | Loss trades (% of total) | 19 (46.34%) |
Largest | profit trade | 140.80 | loss trade | -91.50 |
Average | profit trade | 54.61 | loss trade | -30.58 |
Maximum | consecutive wins (profit in money) | 5 (329.09) | consecutive losses (loss in money) | 5 (-175.05) |
Maximal | consecutive profit (count of wins) | 342.40 (4) | consecutive loss (count of losses) | -175.05 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |