Symbol |
EURUSD (Euro vs US Dollar) |
Period |
5 Minutes (M5) 2005.02.01 00:00 - 2017.01.30 23:55 (2005.02.01 - 2017.01.31) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
EA_Name="Forex Pigeon"; MAGIC=20171004; _____EntrySetting="+----- Entry Setting -----+"; slippage=3; maxspread=2; takeprofit=130; stoploss=70; mm=false;
risk=1; lots=1; _____GMToffset="+---- GMT offset ----+"; AutoGMT=false;
WinterGMTshift=2; SummerGMTshift=3; NY_SummerTime=true;
|
|
Bars in test |
876954 |
Ticks modelled |
160906210 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
12 |
Total net profit |
46189.70 |
Gross profit |
116287.12 |
Gross loss |
-70097.42 |
Profit factor |
1.66 |
Expected payoff |
25.55 |
|
|
Absolute drawdown |
154.00 |
Maximal drawdown |
2154.00 (4.24%) |
Relative drawdown |
11.29% (2105.90) |
|
Total trades |
1808 |
Short positions (won %) |
863 (72.77%) |
Long positions (won %) |
945 (69.95%) |
|
Profit trades (% of total) |
1289 (71.29%) |
Loss trades (% of total) |
519 (28.71%) |
Largest |
profit trade |
1300.00 |
loss trade |
-700.00 |
Average |
profit trade |
90.21 |
loss trade |
-135.06 |
Maximum |
consecutive wins (profit in money) |
19 (3909.00) |
consecutive losses (loss in money) |
5 (-167.76) |
Maximal |
consecutive profit (count of wins) |
3909.00 (19) |
consecutive loss (count of losses) |
-1017.00 (2) |
Average |
consecutive wins |
3 |
consecutive losses |
1 |