Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2005.01.03 00:00 - 2006.09.14 00:00 (2006.07.01 - 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 | 42079 | Modelling quality | 50.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 10559.08 | Gross profit | 19570.24 | Gross loss | -9011.16 |
Profit factor | 2.17 | Expected payoff | 53.87 | | |
Absolute drawdown | 84.81 | Maximal drawdown | 455.45 (3.00%) | Relative drawdown | 5.68% (364.26) |
|
Total trades | 196 | Short positions (won %) | 89 (65.17%) | Long positions (won %) | 107 (60.75%) |
| Profit trades (% of total) | 123 (62.76%) | Loss trades (% of total) | 73 (37.24%) |
Largest | profit trade | 461.50 | loss trade | -233.45 |
Average | profit trade | 159.11 | loss trade | -123.44 |
Maximum | consecutive wins (profit in money) | 8 (1305.39) | consecutive losses (loss in money) | 4 (-364.26) |
Maximal | consecutive profit (count of wins) | 1305.39 (8) | consecutive loss (count of losses) | -455.45 (2) |
Average | consecutive wins | 2 | consecutive losses | 1 |