Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2010.10.04 00:00 - 2010.10.29 22:59 (2010.10.02 - 2010.11.01) |
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) |
Parameters | ExpertSettings="++++++ Expert Settings ++++++"; ExpertID=1; Slippage=5; MaxRetries=10; MACross="+++ Trade Frequency +++"; RunOncePerBar=true;
IgnoreInitialSignal=true;
TradeOncePerCross=true;
CloseOnReverse=true;
ExpertSettingsEnd=""; LotSettings="++++++ Lot Sizing ++++++"; MoneyManagement=false;
EquityLot="+++ Maximum Risk +++"; EquityPercent=2; FixedLot="+++ Fixed Lot Size +++"; FixedLotSize=0.1; LotSettingsEnd=""; TradeSettings="++++++ Trade Settings ++++++"; StopLoss=0; TakeProfit=0; Distance="+++ MA Cross Distance +++"; MinCrossDistance=0; TradeSettingsEnd=""; MASettings="++++++ Moving Average Settings ++++++"; MAPeriod="+++ Period Settings +++"; FastMAPeriod=20; SlowMAPeriod=40; MAMethod="+++ 0:Simple, 1:Exponential, 2:Smoothed, 3:Linear Weighted +++"; FastMAMethod=1; SlowMAMethod=1; MAShift="+++ Shift Settings +++"; FastMAShift=0; SlowMAShift=0; MAPrice="+++ 0:Close, 1:Open, 2:High, 3:Low, 4:Median, 5:Typical, 6:Weighted +++"; FastMAPrice=0; SlowMAPrice=0; MATimeframe2="+++ H1:60, H4:240, D1:1440, W1:10080 +++"; FastMATimeframe=0; SlowMATimeframe=0; MASettingsEnd=""; MiscSettings="++++++ Misc Settings ++++++"; Debug=false;
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Bars in test | 1478 | Ticks modelled | 1953 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | | |
Total net profit | -15.62 | Gross profit | 247.58 | Gross loss | -263.20 |
Profit factor | 0.94 | Expected payoff | -1.56 | | |
Absolute drawdown | 162.77 | Maximal drawdown | 401.87 (3.92%) | Relative drawdown | 3.92% (401.87) |
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Total trades | 10 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) |
Largest | profit trade | 110.58 | loss trade | -100.50 |
Average | profit trade | 49.52 | loss trade | -52.64 |
Maximum | consecutive wins (profit in money) | 3 (115.28) | consecutive losses (loss in money) | 3 (-110.36) |
Maximal | consecutive profit (count of wins) | 115.28 (3) | consecutive loss (count of losses) | -110.36 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |