| Symbol | EURUSD (Euro vs. United States Dollar) |
| Period | 30 Minutes (M30) 2005.05.18 22:00 - 2006.10.23 00:00 (2002.01.01 - 2006.10.23) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | expertId=101006; TakeProfit=15; StopLoss=15; TrailingStop=15; Lots=0.1; Start="13:00"; Stop="16:00"; shift=0; ATRperiod=14; ATRincrease=2; ScreenAlert=1; EmailAlert=true;
Delta=5; slippage=2; OrderTriesNumber=2; EAName="atrorders"; |
|
| Bars in test | 17672 | Ticks modelled | 985318 | Modelling quality | 41.48% |
|
| Initial deposit | 500.00 | | | | |
| Total net profit | 578.00 | Gross profit | 1223.00 | Gross loss | -645.00 |
| Profit factor | 1.90 | Expected payoff | 4.38 | | |
| Absolute drawdown | 0.00 | Maximal drawdown | 60.00 (6.72%) | Relative drawdown | 6.72% (60.00) |
|
| Total trades | 132 | Short positions (won %) | 60 (65.00%) | Long positions (won %) | 72 (69.44%) |
| Profit trades (% of total) | 89 (67.42%) | Loss trades (% of total) | 43 (32.58%) |
| Largest | profit trade | 15.00 | loss trade | -15.00 |
| Average | profit trade | 13.74 | loss trade | -15.00 |
| Maximum | consecutive wins (profit in money) | 13 (181.00) | consecutive losses (loss in money) | 4 (-60.00) |
| Maximal | consecutive profit (count of wins) | 181.00 (13) | consecutive loss (count of losses) | -60.00 (4) |
| Average | consecutive wins | 3 | consecutive losses | 2 |