Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Hour (H1) 2010.12.01 00:00 - 2010.12.30 23:59 (2010.12.01 - 2010.12.31) |
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=25; 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 | 1525 | Ticks modelled | 2048 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | | |
Total net profit | -356.22 | Gross profit | 277.46 | Gross loss | -633.68 |
Profit factor | 0.44 | Expected payoff | -27.40 | | |
Absolute drawdown | 433.71 | Maximal drawdown | 708.26 (6.89%) | Relative drawdown | 6.89% (708.26) |
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Total trades | 13 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 3 (23.08%) | Loss trades (% of total) | 10 (76.92%) |
Largest | profit trade | 125.51 | loss trade | -126.70 |
Average | profit trade | 92.49 | loss trade | -63.37 |
Maximum | consecutive wins (profit in money) | 1 (125.51) | consecutive losses (loss in money) | 6 (-401.62) |
Maximal | consecutive profit (count of wins) | 125.51 (1) | consecutive loss (count of losses) | -401.62 (6) |
Average | consecutive wins | 1 | consecutive losses | 5 |