| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 5 Minutes (M5) 2003.01.01 05:55 - 2009.12.31 18:55 (2003.01.01 - 2010.01.01) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | SET_OF_PARAMETERS_1="______ GENERAL PARAMETERS ____"; KEY="25924442"; MoneyManagement=true;
MoneyManagementRiskLevel="High"; FixLotSize=0.1; OpenTradeOnFriday=true;
CloseTradeOnFriday=false;
CloseTradeOnFriday_AtPips=50; GMTOffset=0; CloseAllFxDerivTrades=false;
CloseAllFxDerivTrades_AtProfit=10; NFA_Compliance_Rule_2.43=true;
DisplayEAInfoOnChart=true;
DisplayPatternSignalOnChart=false;
DisplaySRLevelsOnChart=false;
DisplayDeltaEMAOnChart=false;
EmailNotification=false;
ECN_TradeExecution=true;
MaxSlippage=3; MaxSpread=6; MagicNumber=395790116; SET_OF_PARAMETERS_2="___ EURUSD SPECIFIC PARAMETERS ___"; TP_LevelOffset_EURUSD=25; TP_MaxValue_EURUSD=225; SL_LevelOffset_EURUSD=50; SL_MinValue_EURUSD=100; SL_MaxValue_EURUSD=205; ProfitProtect_AtPips_EURUSD=70; ProfitProtect_Factor_EURUSD=0.5; ProfitProtect_Exponent_EURUSD=3; SET_OF_PARAMETERS_3="___ GBPUSD SPECIFIC PARAMETERS ___"; TP_LevelOffset_GBPUSD=50; TP_MaxValue_GBPUSD=150; SL_LevelOffset_GBPUSD=25; SL_MinValue_GBPUSD=125; SL_MaxValue_GBPUSD=250; ProfitProtect_AtPips_GBPUSD=90; ProfitProtect_Factor_GBPUSD=0.3; ProfitProtect_Exponent_GBPUSD=2; SET_OF_PARAMETERS_4="___ AUDUSD SPECIFIC PARAMETERS ___"; TP_LevelOffset_AUDUSD=50; TP_MaxValue_AUDUSD=300; SL_LevelOffset_AUDUSD=50; SL_MinValue_AUDUSD=75; SL_MaxValue_AUDUSD=250; ProfitProtect_AtPips_AUDUSD=60; ProfitProtect_Factor_AUDUSD=0.3; ProfitProtect_Exponent_AUDUSD=3; |
|
| Bars in test | 520288 | Ticks modelled | 28303191 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 1020677.18 | Gross profit | 1915225.76 | Gross loss | -894548.58 |
| Profit factor | 2.14 | Expected payoff | 2180.93 | | |
| Absolute drawdown | 112.64 | Maximal drawdown | 142894.44 (23.19%) | Relative drawdown | 29.63% (9595.93) |
|
| Total trades | 468 | Short positions (won %) | 214 (78.04%) | Long positions (won %) | 254 (85.43%) |
| Profit trades (% of total) | 384 (82.05%) | Loss trades (% of total) | 84 (17.95%) |
| Largest | profit trade | 69267.00 | loss trade | -53933.63 |
| Average | profit trade | 4987.57 | loss trade | -10649.39 |
| Maximum | consecutive wins (profit in money) | 20 (30795.75) | consecutive losses (loss in money) | 5 (-6519.29) |
| Maximal | consecutive profit (count of wins) | 278261.14 (14) | consecutive loss (count of losses) | -88397.65 (2) |
| Average | consecutive wins | 6 | consecutive losses | 1 |