Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 4 Hours (H4) 2005.01.03 00:00 - 2006.09.14 00:00 (2005.01.01 - 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 | 42079 | Modelling quality | 50.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 7090636.41 | Gross profit | 14171562.52 | Gross loss | -7080926.11 |
Profit factor | 2.00 | Expected payoff | 2445.89 | | |
Absolute drawdown | 219.00 | Maximal drawdown | 116178.02 (2.37%) | Relative drawdown | 13.38% (10316.54) |
|
Total trades | 2899 | Short positions (won %) | 1332 (71.17%) | Long positions (won %) | 1567 (70.33%) |
| Profit trades (% of total) | 2050 (70.71%) | Loss trades (% of total) | 849 (29.29%) |
Largest | profit trade | 138600.00 | loss trade | -33248.33 |
Average | profit trade | 6912.96 | loss trade | -8340.31 |
Maximum | consecutive wins (profit in money) | 22 (99228.68) | consecutive losses (loss in money) | 5 (-23826.01) |
Maximal | consecutive profit (count of wins) | 339570.00 (7) | consecutive loss (count of losses) | -116178.02 (4) |
Average | consecutive wins | 3 | consecutive losses | 1 |