| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 1 Hour (H1) 2007.01.02 01:00 - 2007.09.07 23:00 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Lots=1; StopLoss=40; TakeProfit=0; SplitProfits=true;
TrailingStop=true;
LotPlus=true;
ReOpenPos=true;
FastProfits=false;
BreakEven=true;
Gap=0; ClearSymbols=false;
Serial=""; |
|
| Bars in test | 9261 | Ticks modelled | 273171 | Modelling quality | 89.98% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 55846.95 | Gross profit | 156687.87 | Gross loss | -100840.92 |
| Profit factor | 1.55 | Expected payoff | 80.24 | | |
| Absolute drawdown | 535.30 | Maximal drawdown | 11044.33 (18.19%) | Relative drawdown | 18.19% (11044.33) |
|
| Total trades | 696 | Short positions (won %) | 359 (71.59%) | Long positions (won %) | 337 (73.00%) |
| Profit trades (% of total) | 503 (72.27%) | Loss trades (% of total) | 193 (27.73%) |
| Largest | profit trade | 3902.28 | loss trade | -1280.00 |
| Average | profit trade | 311.51 | loss trade | -522.49 |
| Maximum | consecutive wins (profit in money) | 26 (10036.52) | consecutive losses (loss in money) | 5 (-3247.09) |
| Maximal | consecutive profit (count of wins) | 10036.52 (26) | consecutive loss (count of losses) | -3504.74 (4) |
| Average | consecutive wins | 3 | consecutive losses | 1 |