Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 1 Hour (H1) 2005.03.25 21:00 - 2006.05.16 00:00 (2004.07.16 - 2006.05.16) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | maxLots=1; spread=4; lotSize=1; |
|
Bars in test | 7148 | Ticks modelled | 1611845 | Modelling quality | 88.74% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -7666.67 | Gross profit | 28532.47 | Gross loss | -36199.14 |
Profit factor | 0.79 | Expected payoff | -27.58 | | |
Absolute drawdown | 8371.91 | Maximal drawdown (%) | 8670.74 (84.2%) | | |
|
Total trades | 278 | Short positions (won %) | 99 (34.34%) | Long positions (won %) | 179 (36.31%) |
| Profit trades (% of total) | 99 (35.61%) | Loss trades (% of total) | 179 (64.39%) |
Largest | profit trade | 1240.27 | loss trade | -748.38 |
Average | profit trade | 288.21 | loss trade | -202.23 |
Maximum | consecutive wins (profit in money) | 6 (1533.24) | consecutive losses (loss in money) | 14 (-2957.74) |
Maximal | consecutive profit (count of wins) | 2376.69 (4) | consecutive loss (count of losses) | -2957.74 (14) |
Average | consecutive wins | 2 | consecutive losses | 3 |