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Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 5 Minutes (M5) 1999.01.04 18:40 - 2007.12.28 22:55 (1999.01.01 - 2007.12.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Mine=">>> Mine Settings <<<"; Risk=1; FixLot=0.01; MaxOpenTrades=8; AgressiveTrade=true; GMT=">>> GMT Settings <<<"; AutoGMT=false; SummerGMT=3; WinterGMT=2; Other=">>> Other settings <<<"; ShowIndication=true; MagicNumber=888760; EAComment="Your own comment"; MaxSpread=2; ChristmasFilter=true; DecEndDay=21; JanBeginDay=5; | ||||
Bars in test | 660742 | Ticks modelled | 16520721 | Modelling quality | 89.99% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 15 | ||
Total net profit | 14394.40 | Gross profit | 38801.56 | Gross loss | -24407.16 |
Profit factor | 1.59 | Expected payoff | 4.17 | ||
Absolute drawdown | 94.33 | Maximal drawdown | 1451.76 (11.32%) | Relative drawdown | 17.36% (402.34) |
Total trades | 3454 | Short positions (won %) | 1502 (83.09%) | Long positions (won %) | 1952 (87.35%) |
Profit trades (% of total) | 2953 (85.50%) | Loss trades (% of total) | 501 (14.50%) | ||
Largest | profit trade | 147.50 | loss trade | -164.47 | |
Average | profit trade | 13.14 | loss trade | -48.72 | |
Maximum | consecutive wins (profit in money) | 62 (659.53) | consecutive losses (loss in money) | 9 (-565.03) | |
Maximal | consecutive profit (count of wins) | 980.22 (42) | consecutive loss (count of losses) | -673.92 (8) | |
Average | consecutive wins | 12 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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