| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 4 Hours (H4) 2001.01.25 16:00 - 2006.09.25 00:00 (2001.01.01 - 2007.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | AlertsOn=false;
MultiPositions=false;
LotsPerTrade=1; |
|
| Bars in test | 8828 | Ticks modelled | 3616792 | Modelling quality | 88.98% |
|
| Initial deposit | 100000.00 | | | | |
| Total net profit | -8692.77 | Gross profit | 185199.24 | Gross loss | -193892.01 |
| Profit factor | 0.96 | Expected payoff | -9.37 | | |
| Absolute drawdown | 9371.77 | Maximal drawdown | 15261.17 (14.41%) | Relative drawdown | 14.41% (15261.17) |
|
| Total trades | 928 | Short positions (won %) | 448 (39.29%) | Long positions (won %) | 480 (42.50%) |
| Profit trades (% of total) | 380 (40.95%) | Loss trades (% of total) | 548 (59.05%) |
| Largest | profit trade | 3821.00 | loss trade | -1309.00 |
| Average | profit trade | 487.37 | loss trade | -353.82 |
| Maximum | consecutive wins (profit in money) | 7 (2638.28) | consecutive losses (loss in money) | 10 (-2896.01) |
| Maximal | consecutive profit (count of wins) | 4185.99 (3) | consecutive loss (count of losses) | -3064.99 (8) |
| Average | consecutive wins | 2 | consecutive losses | 2 |