Symbol | EURUSD (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2006.04.04 22:30 - 2006.09.15 22:35 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
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 | 32768 | Ticks modelled | 553902 | Modelling quality | 69.90% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7344.00 | Gross profit | 14114.00 | Gross loss | -6770.00 |
Profit factor | 2.08 | Expected payoff | 367.20 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 3614.50 (21.23%) | Relative drawdown | 21.23% (3614.50) |
|
Total trades | 20 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) |
Largest | profit trade | 2176.50 | loss trade | -1217.50 |
Average | profit trade | 1008.14 | loss trade | -1128.33 |
Maximum | consecutive wins (profit in money) | 6 (4684.00) | consecutive losses (loss in money) | 3 (-3614.50) |
Maximal | consecutive profit (count of wins) | 4715.50 (4) | consecutive loss (count of losses) | -3614.50 (3) |
Average | consecutive wins | 4 | consecutive losses | 2 |