Symbol | EURUSD (Euro vs US Dollar) |
Period | 4 Hours (H4) 2006.05.23 20:00 - 2006.09.18 00:00 (2006.01.01 - 2006.09.18) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
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 | 598 | Ticks modelled | 389659 | Modelling quality | 52.49% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 77710.59 | Gross profit | 244559.64 | Gross loss | -166849.04 |
Profit factor | 1.47 | Expected payoff | 73.38 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 4467.35 (12.27%) | Relative drawdown | 12.27% (4467.35) |
|
Total trades | 1059 | Short positions (won %) | 534 (65.73%) | Long positions (won %) | 525 (67.43%) |
| Profit trades (% of total) | 705 (66.57%) | Loss trades (% of total) | 354 (33.43%) |
Largest | profit trade | 1912.50 | loss trade | -1263.00 |
Average | profit trade | 346.89 | loss trade | -471.32 |
Maximum | consecutive wins (profit in money) | 28 (6545.76) | consecutive losses (loss in money) | 4 (-2119.90) |
Maximal | consecutive profit (count of wins) | 6545.76 (28) | consecutive loss (count of losses) | -2412.00 (2) |
Average | consecutive wins | 2 | consecutive losses | 1 |