Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.02.27 02:10 - 2006.07.31 00:00 (2005.01.01 - 2006.07.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | lots=5; trailingStop=5; takeProfit=78; stopLoss=27; slippage=3; PS=1; nameEA="dt"; magic=19000; UseHourTrade=true;
FromHourTrade=12; ToHourTrade=20; |
|
Bars in test | 31341 | Ticks modelled | 577408 | Modelling quality | 89.71% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1379469.25 | Gross profit | 1809470.50 | Gross loss | -430001.25 |
Profit factor | 4.21 | Expected payoff | 13137.80 | | |
Absolute drawdown | 440.05 | Maximal drawdown | 216945.00 (13.50%) | Relative drawdown | 25.20% (164835.00) |
|
Total trades | 105 | Short positions (won %) | 78 (94.87%) | Long positions (won %) | 27 (92.59%) |
| Profit trades (% of total) | 99 (94.29%) | Loss trades (% of total) | 6 (5.71%) |
Largest | profit trade | 440606.25 | loss trade | -216945.00 |
Average | profit trade | 18277.48 | loss trade | -71666.88 |
Maximum | consecutive wins (profit in money) | 36 (55049.84) | consecutive losses (loss in money) | 2 (-164835.00) |
Maximal | consecutive profit (count of wins) | 1117023.59 (19) | consecutive loss (count of losses) | -216945.00 (1) |
Average | consecutive wins | 20 | consecutive losses | 1 |