Symbol | EURUSD (Euro vs. United States Dollar) |
Period | Daily (D1) 2004.11.03 00:00 - 2006.09.29 00:00 (2004.06.17 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Use_BB_Filter=true;
Use_00_GMT=true;
Lots=2; TakeProfit=130; Use_ATR_Stop=true;
Use_ATR_Pct=0.7; Init_Stop_Cushion=0; TrailingStop=true;
TrailingAct=65; TrailingStep=25; Start_BE=40; MA_Method=1; RSIPeriod=8; RSIMAPeriod=8; BandsPeriod=20; |
|
Bars in test | 599 | Ticks modelled | 2458808 | Modelling quality | 74.99% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5440.91 | Gross profit | 11910.32 | Gross loss | -6469.41 |
Profit factor | 1.84 | Expected payoff | 320.05 | | |
Absolute drawdown | 367.81 | Maximal drawdown | 3762.22 (19.63%) | Relative drawdown | 19.63% (3762.22) |
|
Total trades | 17 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) |
Largest | profit trade | 2959.99 | loss trade | -1401.40 |
Average | profit trade | 992.53 | loss trade | -1293.88 |
Maximum | consecutive wins (profit in money) | 7 (7143.67) | consecutive losses (loss in money) | 2 (-2588.60) |
Maximal | consecutive profit (count of wins) | 7143.67 (7) | consecutive loss (count of losses) | -2588.60 (2) |
Average | consecutive wins | 2 | consecutive losses | 1 |