| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 30 Minutes (M30) 2005.07.21 18:30 - 2006.05.26 22:30 |
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
| Parameters | CCIperiod=50; CCIlevel=150; CCIdrop=50; Lots=1; SL=200; TP=500; |
|
| Bars in test | 10711 | Ticks modelled | 113467 | Modelling quality | 43.94% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | -1343.00 | Gross profit | 42559.00 | Gross loss | -43902.00 |
| Profit factor | 0.97 | Expected payoff | -4.05 | | |
| Absolute drawdown | 6946.50 | Maximal drawdown (%) | 7003.00 (69.6%) | | |
|
| Total trades | 332 | Short positions (won %) | 180 (43.33%) | Long positions (won %) | 152 (42.76%) |
| Profit trades (% of total) | 143 (43.07%) | Loss trades (% of total) | 189 (56.93%) |
| Largest | profit trade | 1370.00 | loss trade | -1123.50 |
| Average | profit trade | 297.62 | loss trade | -232.29 |
| Maximum | consecutive wins (profit in money) | 10 (3947.50) | consecutive losses (loss in money) | 10 (-2808.00) |
| Maximal | consecutive profit (count of wins) | 3947.50 (10) | consecutive loss (count of losses) | -2808.00 (10) |
| Average | consecutive wins | 2 | consecutive losses | 2 |