Symbol |
EURUSD (Euro vs US Dollar) |
Period |
5 Minutes (M5) 2005.01.17 02:45 - 2018.08.30 23:55 (2005.01.17 - 2018.08.31) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
MaxSpread=3; Sl=150; Tp=10; Lots=0.1; MaxLots=0.2; Lots_exp=1.2; MaxOrders=6; MAGIC=12355; |
|
Bars in test |
998303 |
Ticks modelled |
193170186 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
14 |
Total net profit |
19788.98 |
Gross profit |
40569.82 |
Gross loss |
-20780.84 |
Profit factor |
1.95 |
Expected payoff |
4.62 |
|
|
Absolute drawdown |
85.60 |
Maximal drawdown |
1394.51 (8.22%) |
Relative drawdown |
8.22% (1394.51) |
|
Total trades |
4280 |
Short positions (won %) |
3749 (82.37%) |
Long positions (won %) |
531 (83.80%) |
|
Profit trades (% of total) |
3533 (82.55%) |
Loss trades (% of total) |
747 (17.45%) |
Largest |
profit trade |
23.19 |
loss trade |
-300.00 |
Average |
profit trade |
11.48 |
loss trade |
-27.82 |
Maximum |
consecutive wins (profit in money) |
80 (801.06) |
consecutive losses (loss in money) |
8 (-268.51) |
Maximal |
consecutive profit (count of wins) |
801.06 (80) |
consecutive loss (count of losses) |
-994.80 (4) |
Average |
consecutive wins |
9 |
consecutive losses |
2 |