Symbol | EURUSD (Euro vs. United States Dollar) |
Period | 1 Minute (M1) 2006.07.17 00:05 - 2006.08.18 22:59 (2006.07.16 - 2006.08.19) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; UseMM=false;
Risk=5; Lots=0.1; TakeProfit=30; Stoploss=300; TrailingStop=0; MaxOpenOrders=10; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.002; Use_V63D_Divergence=true;
PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; |
|
Bars in test | 32768 | Ticks modelled | 108838 | Modelling quality | 25.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 1297.80 | Gross profit | 3113.31 | Gross loss | -1815.51 |
Profit factor | 1.71 | Expected payoff | 6.87 | | |
Absolute drawdown | 187.03 | Maximal drawdown | 1286.17 (21.09%) | Relative drawdown | 21.09% (1286.17) |
|
Total trades | 189 | Short positions (won %) | 102 (90.20%) | Long positions (won %) | 87 (96.55%) |
| Profit trades (% of total) | 176 (93.12%) | Loss trades (% of total) | 13 (6.88%) |
Largest | profit trade | 22.02 | loss trade | -179.31 |
Average | profit trade | 17.69 | loss trade | -139.65 |
Maximum | consecutive wins (profit in money) | 84 (1526.53) | consecutive losses (loss in money) | 5 (-889.24) |
Maximal | consecutive profit (count of wins) | 1526.53 (84) | consecutive loss (count of losses) | -889.24 (5) |
Average | consecutive wins | 35 | consecutive losses | 3 |