Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 4 Hours (H4) 2006.03.01 00:00 - 2006.03.31 00:00 (2006.03.01 - 2006.03.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TrailingSL=false;
Lots=1; SL=1000; Risk=3; CountBars=300; ARPeriod=10; |
|
Bars in test | 7167 | Ticks modelled | 105609 | Modelling quality | 10.29% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -985.68 | Gross profit | 2463.49 | Gross loss | -3449.17 |
Profit factor | 0.71 | Expected payoff | -82.14 | | |
Absolute drawdown | 2381.06 | Maximal drawdown (%) | 2381.06 (23.8%) | | |
|
Total trades | 12 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) |
Largest | profit trade | 1395.37 | loss trade | -993.01 |
Average | profit trade | 615.87 | loss trade | -431.15 |
Maximum | consecutive wins (profit in money) | 2 (980.61) | consecutive losses (loss in money) | 4 (-1943.90) |
Maximal | consecutive profit (count of wins) | 1395.37 (1) | consecutive loss (count of losses) | -1943.90 (4) |
Average | consecutive wins | 1 | consecutive losses | 3 |