| Symbol | EURUSD (Euro vs. United States Dollar) |
| Period | 1 Hour (H1) 2001.01.09 05:00 - 2007.03.09 03:00 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | TP=180; SL=26; trigger=40; |
|
| Bars in test | 37877 | Ticks modelled | 1362284 | Modelling quality | 89.76% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 65590.00 | Gross profit | 259230.00 | Gross loss | -193640.00 |
| Profit factor | 1.34 | Expected payoff | 122.14 | | |
| Absolute drawdown | 5940.00 | Maximal drawdown (%) | 8100.00 (44.4%) | | |
|
| Total trades | 537 | Short positions (won %) | 238 (27.31%) | Long positions (won %) | 299 (35.79%) |
| Profit trades (% of total) | 172 (32.03%) | Loss trades (% of total) | 365 (67.97%) |
| Largest | profit trade | 1520.00 | loss trade | -540.00 |
| Average | profit trade | 1507.15 | loss trade | -530.52 |
| Maximum | consecutive wins (profit in money) | 6 (9120.00) | consecutive losses (loss in money) | 15 (-7980.00) |
| Maximal | consecutive profit (count of wins) | 9120.00 (6) | consecutive loss (count of losses) | -7980.00 (15) |
| Average | consecutive wins | 1 | consecutive losses | 3 |