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Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
Period | Daily (D1) 2001.01.02 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6; | ||||
Bars in test | 3863 | Ticks modelled | 49356011 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 15558.61 | Gross profit | 33739.79 | Gross loss | -18181.18 |
Profit factor | 1.86 | Expected payoff | 84.56 | ||
Absolute drawdown | 2105.60 | Maximal drawdown | 9514.65 (40.11%) | Relative drawdown | 40.11% (9514.65) |
Total trades | 184 | Short positions (won %) | 68 (16.18%) | Long positions (won %) | 116 (38.79%) |
Profit trades (% of total) | 56 (30.43%) | Loss trades (% of total) | 128 (69.57%) | ||
Largest | profit trade | 2678.75 | loss trade | -252.41 | |
Average | profit trade | 602.50 | loss trade | -142.04 | |
Maximum | consecutive wins (profit in money) | 8 (6544.57) | consecutive losses (loss in money) | 23 (-3738.35) | |
Maximal | consecutive profit (count of wins) | 10428.47 (4) | consecutive loss (count of losses) | -3738.35 (23) | |
Average | consecutive wins | 4 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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