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=9; trailingStop=5; takeProfit=78; stopLoss=27; slippage=3; nameEA="dt"; magic=19000; UseHourTrade=true;
FromHourTrade=12; ToHourTrade=20; |
|
Bars in test | 31341 | Ticks modelled | 577358 | Modelling quality | 89.71% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 98202.47 | Gross profit | 112714.97 | Gross loss | -14512.50 |
Profit factor | 7.77 | Expected payoff | 926.44 | | |
Absolute drawdown | 450.09 | Maximal drawdown | 3600.01 (3.95%) | Relative drawdown | 20.28% (2430.00) |
|
Total trades | 106 | Short positions (won %) | 79 (94.94%) | Long positions (won %) | 27 (92.59%) |
| Profit trades (% of total) | 100 (94.34%) | Loss trades (% of total) | 6 (5.66%) |
Largest | profit trade | 7087.50 | loss trade | -2430.00 |
Average | profit trade | 1127.15 | loss trade | -2418.75 |
Maximum | consecutive wins (profit in money) | 36 (36525.98) | consecutive losses (loss in money) | 1 (-2430.00) |
Maximal | consecutive profit (count of wins) | 36525.98 (36) | consecutive loss (count of losses) | -2430.00 (1) |
Average | consecutive wins | 17 | consecutive losses | 1 |