Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Minute (M1) 2007.03.30 16:01 - 2011.08.05 19:59 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | Configuration="================ Configuration"; Show_Diagnostics=true;
Show_Debug=false;
Verbose=false;
Silent=false;
NumOrders_Level_Info_1="Range of 0..4, adjusts Number of Trades"; NumOrders_Level_Info_2="0=Max Profit% 4=Max Num.Trades/Rebates"; NumOrders_Level=0; Additional_Channels_Info_1="Range of 0..8"; Additional_Channels_Info_2="Safely improves trading frequency"; Additional_Channels=1; Slippage_Info_1="Lower value improves profit rate,"; Slippage_Info_2="higher: trades more but less accurately"; Slippage=3; Username=""; Magic=112226; Max_Simultaneous_Orders=8; FIFO_Info_1="if Simultaneous_Orders>1 ,"; FIFO_Info_2="u.s. citizens should turn it on"; FIFO_Info_3="(required for NFA compliance)"; FIFO=true;
OrderCmt="MDP_EURUSD_1.1.6"; Pessimistic_Testing_Info_1="Simulate bad live account conditions"; Pessimistic_Testing_Info_2="during backtesting (i.e. Slippages)"; Pessimistic_Testing_Info_3="(this has no effect in FIFO mode :"; Pessimistic_Testing_Info_4=" +turn off FIFO for "optimistic")"; Pessimistic_Testing=false;
Funky_Exit_Info="Exit trades sooner"; Funky_Exit=true;
AutoApply_ECN_Info_1="Use ECN account settings automatically"; AutoApply_ECN_Info_2="when ECN conditions detected"; AutoApply_ECN=true;
Money_Management="---------------- Money Management"; Min_Lots=0.001; Max_Lots=1000; Risk_Info_1="Fixed risk % of balance per order"; Risk_Info_2="NOTE : Trading volume is very variable"; Risk_Info_3="as stop losses are in different distances"; Risk=1.5; Risk_Mode_CommPips_Info_1="Risk is commensurate with target pips"; Risk_Mode_CommPips_Info_2="otherwise it's only determined by %"; Risk_Mode_CommPips=true;
SL_TP_Trailing="---------------- SL / TP / Trailing"; Trailing_Resolution=5; Use_Stop_Orders_Info_1="Set true if 1) your broker doesn't deal with"; Use_Stop_Orders_Info_2="opening slippage when executing STOP orders"; Use_Stop_Orders_Info_3="and 2) broker stop level is <= 2.0 pips"; Use_Stop_Orders=true;
Hard_Stop_Trailing_Info_1="Trailing hard Stop/Loss and Take/Profit"; Hard_Stop_Trailing_Info_2="Otherwise, doing it in programmatic manner"; Hard_Stop_Trailing_Info_3="and SL/TP is just for covering"; Hard_Stop_Trailing=true;
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Bars in test | 1610964 | Ticks modelled | 56219367 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | | |
Total net profit | 149692548.28 | Gross profit | 237886860.68 | Gross loss | -88194312.40 |
Profit factor | 2.70 | Expected payoff | 11540.56 | | |
Absolute drawdown | 6138.15 | Maximal drawdown | 4125000.00 (9.74%) | Relative drawdown | 63.67% (8884.05) |
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Total trades | 12971 | Short positions (won %) | 8884 (46.48%) | Long positions (won %) | 4087 (46.37%) |
| Profit trades (% of total) | 6024 (46.44%) | Loss trades (% of total) | 6947 (53.56%) |
Largest | profit trade | 569000.00 | loss trade | -95000.00 |
Average | profit trade | 39489.85 | loss trade | -12695.31 |
Maximum | consecutive wins (profit in money) | 55 (1606.65) | consecutive losses (loss in money) | 83 (-1236.85) |
Maximal | consecutive profit (count of wins) | 5722000.00 (19) | consecutive loss (count of losses) | -2370000.00 (44) |
Average | consecutive wins | 6 | consecutive losses | 7 |