Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2004.07.05 00:00 - 2006.04.28 00:00 (2004.07.04 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false;
Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=150; InitialStop=70; TrailingStop=false;
SwingTrade=true;
PendingOrder=true;
PendOrdGap=10; BreakEven=30; BreakEvenGap=0; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=true;
MMRisk=0.12; MaxLoss=1000; |
|
Bars in test | 11588 | Ticks modelled | 1726210 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4812.40 | Gross profit | 8992.70 | Gross loss | -4180.30 |
Profit factor | 2.15 | Expected payoff | 218.75 | | |
Absolute drawdown | 555.90 | Maximal drawdown (%) | 2031.30 (17.7%) | | |
|
Total trades | 22 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 12 (66.67%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) |
Largest | profit trade | 1800.00 | loss trade | -1307.20 |
Average | profit trade | 599.51 | loss trade | -597.19 |
Maximum | consecutive wins (profit in money) | 7 (5174.75) | consecutive losses (loss in money) | 2 (-1850.60) |
Maximal | consecutive profit (count of wins) | 5174.75 (7) | consecutive loss (count of losses) | -1850.60 (2) |
Average | consecutive wins | 3 | consecutive losses | 2 |