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| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | Daily (D1) 2014.01.02 00:00 - 2014.12.30 00:00 (2014.01.01 - 2014.12.31) | ||||
| 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 | 1260 | Ticks modelled | 29917692 | Modelling quality | 50.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (33) | ||
| Total net profit | 9369.27 | Gross profit | 10415.20 | Gross loss | -1045.93 |
| Profit factor | 9.96 | Expected payoff | 851.75 | ||
| Absolute drawdown | 1146.73 | Maximal drawdown | 3092.00 (18.59%) | Relative drawdown | 18.59% (3092.00) |
| Total trades | 11 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 4 (36.36%) | Loss trades (% of total) | 7 (63.64%) | ||
| Largest | profit trade | 2680.20 | loss trade | -204.34 | |
| Average | profit trade | 2603.80 | loss trade | -149.42 | |
| Maximum | consecutive wins (profit in money) | 4 (10415.20) | consecutive losses (loss in money) | 7 (-1045.93) | |
| Maximal | consecutive profit (count of wins) | 10415.20 (4) | consecutive loss (count of losses) | -1045.93 (7) | |
| Average | consecutive wins | 4 | consecutive losses | 7 | |

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