Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2010.07.15 00:00 - 2010.10.29 23:00 (2010.07.15 - 2010.10.30) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | MagicNumber=0; SignalMail=false;
EachTickMode=false;
Lots=0.1; Slippage=3; UseStopLoss=false;
StopLoss=20; UseTakeProfit=false;
TakeProfit=30; UseTrailingStop=true;
TrailingStop=30; UseSLnotExit=false;
SLExitPips=3; BELockAtPips=30; ChangeBrokenTLColor=false;
BrokenUPTL=LightBlue; BrokenDNTL=Orange; range_start=Green; range_start_ext=Yellow; range_end=Red; use_range=true;
strategy_version=1; RangeFirstBarTime="07:00"; range_length=5; RangeFirstBarTime_v2="04:00"; UseTimeFilter=true;
FirstTradingHour="08:00"; FirstTradingHour_v2="05:00"; LastTradingHour="22:00"; TLBreakoutMinPips=1; TLBreakoutMaxPips=6; StopAddPips=6; TPSubsPips=3; MinPSRDist=1; MaxPSRDist=10; DisplayInsideBars=true;
DisplaySidewaysPattern=true;
DisplayHTLs=true;
PivotBrokerTime=true;
PivotStartingHour="00:00"; UseMidPivots=false;
UseWeeklyPivots=true;
UseMonthlyPivots=true;
CheckHistoryLoad=false;
CheckHistoryOnLoad=11000; CheckLoadedBars=1000; OnlyOneTradeADay=true;
TradeBrokenTLs=false;
OOTD_period=5; loggingenabled=true;
loggingsnapshot=false;
TradeType1=true;
TradeType2=true;
TradeType3=true;
TradeType4=false;
UseSetup1=false;
UseSetup2=false;
UseSetup3=true;
MinSL=10; MaxSLPerTrade=30; UseTLMod=1; MaxTotalOpenSL=200; fixedspread=true;
maxspread=8; TPShift=1; UseFixedTarget=false;
MaxSlope=0; MagicNRMin=170000; MagicNRMax=180000; MTF2_MA_Type=1; MTF2_MA_Period_Fast=9; MTF2_MA_Period_Slow=18; MTF3_MA_Type=1; MTF3_MA_Period=200; RSITrendFilterPeriod=14; CCITrendFilterPeriod=14; TradeOnlyPivotDir=false;
|
|
Bars in test | 2636 | Ticks modelled | 2465555 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1955.24 | Gross profit | 4511.44 | Gross loss | -2556.20 |
Profit factor | 1.76 | Expected payoff | 7.85 | | |
Absolute drawdown | 58.04 | Maximal drawdown | 443.92 (3.95%) | Relative drawdown | 3.95% (443.92) |
|
Total trades | 249 | Short positions (won %) | 129 (57.36%) | Long positions (won %) | 120 (66.67%) |
| Profit trades (% of total) | 154 (61.85%) | Loss trades (% of total) | 95 (38.15%) |
Largest | profit trade | 116.46 | loss trade | -37.54 |
Average | profit trade | 29.30 | loss trade | -26.91 |
Maximum | consecutive wins (profit in money) | 34 (915.94) | consecutive losses (loss in money) | 9 (-190.56) |
Maximal | consecutive profit (count of wins) | 915.94 (34) | consecutive loss (count of losses) | -246.92 (8) |
Average | consecutive wins | 6 | consecutive losses | 4 |