Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Minute (M1) 2005.04.06 10:20 - 2006.01.01 00:00 (2005.04.06 - 2006.01.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; TrailingStop=55; aggression_level=10; wait_time_b4_SL=10000; MAGIC=123456; VolatilityToleranceLevel=1; tp_limit=5; pivot_span=100; |
|
Bars in test | 250000 | Ticks modelled | 914898 | Modelling quality | 24.99% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13990.00 | Gross profit | 38710.00 | Gross loss | -24720.00 |
Profit factor | 1.57 | Expected payoff | 150.43 | | |
Absolute drawdown | 1360.00 | Maximal drawdown (%) | 4170.00 (22.7%) | | |
|
Total trades | 93 | Short positions (won %) | 87 (75.86%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 69 (74.19%) | Loss trades (% of total) | 24 (25.81%) |
Largest | profit trade | 880.00 | loss trade | -2280.00 |
Average | profit trade | 561.01 | loss trade | -1030.00 |
Maximum | consecutive wins (profit in money) | 10 (5310.00) | consecutive losses (loss in money) | 2 (-3180.00) |
Maximal | consecutive profit (count of wins) | 5310.00 (10) | consecutive loss (count of losses) | -3180.00 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |