| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 1 Hour (H1) 2001.01.09 05:00 - 2006.09.14 03:00 (2001.01.01 - 2007.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | FasterEMA=5; SlowerEMA=12; RSIPeriod=21; TotalLots=3; TPLevel1=55; TPLevel1Lots=1; TPLevel2=89; TPLevel2Lots=1; TPLevel3=144; |
|
| Bars in test | 35287 | Ticks modelled | 3480083 | Modelling quality | 89.75% |
|
| Initial deposit | 100000.00 | | | | |
| Total net profit | 43486.14 | Gross profit | 242290.09 | Gross loss | -198803.95 |
| Profit factor | 1.22 | Expected payoff | 60.23 | | |
| Absolute drawdown | 15411.00 | Maximal drawdown | 15795.00 (15.73%) | Relative drawdown | 15.73% (15795.00) |
|
| Total trades | 722 | Short positions (won %) | 345 (42.90%) | Long positions (won %) | 377 (53.32%) |
| Profit trades (% of total) | 349 (48.34%) | Loss trades (% of total) | 373 (51.66%) |
| Largest | profit trade | 2943.00 | loss trade | -1860.00 |
| Average | profit trade | 694.24 | loss trade | -532.99 |
| Maximum | consecutive wins (profit in money) | 8 (9671.00) | consecutive losses (loss in money) | 11 (-6896.99) |
| Maximal | consecutive profit (count of wins) | 9671.00 (8) | consecutive loss (count of losses) | -6990.00 (10) |
| Average | consecutive wins | 3 | consecutive losses | 3 |