Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 30 Minutes (M30) 2013.01.01 23:00 - 2015.02.17 23:59 (2013.01.01 - 2015.02.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 782712 | Ticks modelled | 1555035 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (2) | ||
Total net profit | 1430414.56 | Gross profit | 2915680.39 | Gross loss | -1485265.83 |
Profit factor | 1.96 | Expected payoff | 1412.06 | ||
Absolute drawdown | 208.77 | Maximal drawdown | 406299.90 (36.81%) | Relative drawdown | 36.81% (406299.90) |
Total trades | 1013 | Short positions (won %) | 522 (77.39%) | Long positions (won %) | 491 (74.54%) |
Profit trades (% of total) | 770 (76.01%) | Loss trades (% of total) | 243 (23.99%) | ||
Largest | profit trade | 160088.34 | loss trade | -97223.00 | |
Average | profit trade | 3786.60 | loss trade | -6112.21 | |
Maximum | consecutive wins (profit in money) | 17 (3614.08) | consecutive losses (loss in money) | 5 (-280933.22) | |
Maximal | consecutive profit (count of wins) | 292996.16 (16) | consecutive loss (count of losses) | -280933.22 (5) | |
Average | consecutive wins | 4 | consecutive losses | 1 |