Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Minute (M1) 2001.01.03 00:01 - 2006.02.10 22:00 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Parameters | LotsIfNoMM=1; UseMM=false;
MMRiskFactor=0.2; MMBalanceExcludeAmt=0; MMBalanceShareDivisor=1; TradeOpenTime=9; LookBackHrs=1; PipsAddedToRange=15; StopLossMax=20; BreakEvenPlus5At=20; TakeProfit=999; blTakeProfitOverrideMatchSL=0; blCloseAtEOD=1; EOD=17; blOneTradeOnly=0; ClosedBarLowTrailAfterBE=0; Multiplier15mATR3TrailAfterBE=0; MultiplierH1ATR4TrailAfterBE=0; RangeMax=0; blIfRangeMaxStillOpenFarTrade=1; OrderHoursExpiry=0; blCancelPendingAtStartTime=1; AdjustDSTwhenBacktesting?=false;
Skip1stFriOfMonthIfBacktesting?=false;
MagicNum=253661; TradeComment="BO_DayTrade"; |
|
Bars in test | 1630113 | Ticks modelled | 3260126 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 17020.00 | Gross profit | 159410.00 | Gross loss | -142390.00 |
Profit factor | 1.12 | Expected payoff | 11.36 | | |
Absolute drawdown | 3130.00 | Maximal drawdown | 8410.00 (55.04%) | Relative drawdown | 55.04% (8410.00) |
|
Total trades | 1498 | Short positions (won %) | 776 (48.32%) | Long positions (won %) | 722 (48.89%) |
| Profit trades (% of total) | 728 (48.60%) | Loss trades (% of total) | 770 (51.40%) |
Largest | profit trade | 1900.00 | loss trade | -210.00 |
Average | profit trade | 218.97 | loss trade | -184.92 |
Maximum | consecutive wins (profit in money) | 10 (1490.00) | consecutive losses (loss in money) | 8 (-1600.00) |
Maximal | consecutive profit (count of wins) | 2270.00 (8) | consecutive loss (count of losses) | -1600.00 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |