| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 1 Hour (H1) 2004.10.11 03:00 - 2006.06.01 00:00 (2003.01.01 - 2006.06.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | dLots=1; dStopLossUSD=250; dTakeProfitUSD=1250; iBBPeriodFast=20; iBBPeriodSlow=50; iBBDeviation=2; |
|
| Bars in test | 9002 | Ticks modelled | 2445674 | Modelling quality | 89.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 11888.00 | Gross profit | 60658.50 | Gross loss | -48770.50 |
| Profit factor | 1.24 | Expected payoff | 67.93 | | |
| Absolute drawdown | 1184.50 | Maximal drawdown | 6697.00 (43.17%) | Relative drawdown | 43.17% (6697.00) |
|
| Total trades | 175 | Short positions (won %) | 63 (26.98%) | Long positions (won %) | 112 (21.43%) |
| Profit trades (% of total) | 41 (23.43%) | Loss trades (% of total) | 134 (76.57%) |
| Largest | profit trade | 5627.50 | loss trade | -800.00 |
| Average | profit trade | 1479.48 | loss trade | -363.96 |
| Maximum | consecutive wins (profit in money) | 3 (4181.00) | consecutive losses (loss in money) | 19 (-6482.00) |
| Maximal | consecutive profit (count of wins) | 6902.50 (2) | consecutive loss (count of losses) | -6482.00 (19) |
| Average | consecutive wins | 1 | consecutive losses | 4 |