Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2006.01.02 00:00 - 2006.09.14 00:00 (2006.01.01 - 2006.09.14) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | UseEmail=true;
UseMM=true;
Risk=5; Lots=0.1; UseDots=true;
UseCross=false;
UseStartNewBar=false;
UseCloseSignal=true;
CrossAdj=5; TakeProfit=200; TrailingStop=30; StopLoss=30; UseHedgeOrders=false;
HedgeRisk=5; HedgeLots=0.1; HedgeTakeProfit=200; HedgeStopLoss=50; HedgeTrailingStop=10; ExtDepth=12; ExtDeviation=5; ExtBackstep=3; lastlow=0; lasthigh=0; AllBars=0; Otstup=30; Per=9; |
|
Bars in test | 3515 | Ticks modelled | 22444 | Modelling quality | 49.82% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 330790.05 | Gross profit | 624329.15 | Gross loss | -293539.10 |
Profit factor | 2.13 | Expected payoff | 319.91 | | |
Absolute drawdown | 398.35 | Maximal drawdown | 9481.25 (3.03%) | Relative drawdown | 10.33% (751.20) |
|
Total trades | 1034 | Short positions (won %) | 477 (66.04%) | Long positions (won %) | 557 (70.92%) |
| Profit trades (% of total) | 710 (68.67%) | Loss trades (% of total) | 324 (31.33%) |
Largest | profit trade | 9059.60 | loss trade | -5043.00 |
Average | profit trade | 879.34 | loss trade | -905.98 |
Maximum | consecutive wins (profit in money) | 20 (19056.98) | consecutive losses (loss in money) | 6 (-598.90) |
Maximal | consecutive profit (count of wins) | 27718.42 (13) | consecutive loss (count of losses) | -9481.25 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |