Symbol | EURUSDpro (Euro vs US Dollar) |
Period | 5 Minutes (M5) 2005.01.10 10:50 - 2015.11.30 17:19 (2005.01.01 - 2016.10.01) |
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) |
Parameters | lot_size=0.01; max_orders_ea=10; max_lots_ea=1; min_trade_bars=1; TP=70; SL=180; model_sensitivity=1; squeeze_bars=20; Magic=100000; |
|
Bars in test | 803480 | Ticks modelled | 1606836 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 100000.00 | | | Spread | 21 |
Total net profit | 1695.42 | Gross profit | 3409.00 | Gross loss | -1713.58 |
Profit factor | 1.99 | Expected payoff | 1.88 | | |
Absolute drawdown | 14.99 | Maximal drawdown | 288.21 (0.29%) | Relative drawdown | 0.29% (288.21) |
|
Total trades | 902 | Short positions (won %) | 481 (88.77%) | Long positions (won %) | 421 (90.50%) |
| Profit trades (% of total) | 808 (89.58%) | Loss trades (% of total) | 94 (10.42%) |
Largest | profit trade | 6.79 | loss trade | -18.39 |
Average | profit trade | 4.22 | loss trade | -18.23 |
Maximum | consecutive wins (profit in money) | 139 (497.78) | consecutive losses (loss in money) | 12 (-218.92) |
Maximal | consecutive profit (count of wins) | 554.25 (117) | consecutive loss (count of losses) | -218.92 (12) |
Average | consecutive wins | 43 | consecutive losses | 5 |