Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2003.10.15 19:00 - 2006.09.15 22:00 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Parameters | StartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true;
DeleteVPFileWhenRead=false;
Adjust=0; StopLoss=120; TakeProfit=400; uniqueMagic=20060818; TimeNow=0; |
|
Bars in test | 18074 | Ticks modelled | 36048 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 16079.00 | Gross profit | 63741.00 | Gross loss | -47662.00 |
Profit factor | 1.34 | Expected payoff | 172.89 | | |
Absolute drawdown | 1647.00 | Maximal drawdown | 7277.00 (41.05%) | Relative drawdown | 41.05% (7277.00) |
|
Total trades | 93 | Short positions (won %) | 46 (54.35%) | Long positions (won %) | 47 (59.57%) |
| Profit trades (% of total) | 53 (56.99%) | Loss trades (% of total) | 40 (43.01%) |
Largest | profit trade | 2967.50 | loss trade | -1231.50 |
Average | profit trade | 1202.66 | loss trade | -1191.55 |
Maximum | consecutive wins (profit in money) | 6 (4684.00) | consecutive losses (loss in money) | 5 (-5987.00) |
Maximal | consecutive profit (count of wins) | 9374.50 (5) | consecutive loss (count of losses) | -5987.00 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |