| 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 | |