Symbol | AUDUSD (Australian Dollar vs US Dollar) |
Period | 1 Hour (H1) 1997.01.02 00:00 - 2015.05.14 23:59 (1997.01.01 - 2015.05.15) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | AutoRisk=true;
RiskLimit=35; FixedLot=0.01; MiniLot=false;
Magic=3134914; Slippage=20; |
|
Bars in test | 5425432 | Ticks modelled | 10375299 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 5000.00 | | | Spread | Current (3) |
Total net profit | 518492.96 | Gross profit | 948573.83 | Gross loss | -430080.87 |
Profit factor | 2.21 | Expected payoff | 84.05 | | |
Absolute drawdown | 1352.54 | Maximal drawdown | 64558.41 (12.97%) | Relative drawdown | 31.09% (1645.67) |
|
Total trades | 6169 | Short positions (won %) | 2979 (67.74%) | Long positions (won %) | 3190 (70.50%) |
| Profit trades (% of total) | 4267 (69.17%) | Loss trades (% of total) | 1902 (30.83%) |
Largest | profit trade | 34786.60 | loss trade | -7243.68 |
Average | profit trade | 222.30 | loss trade | -226.12 |
Maximum | consecutive wins (profit in money) | 26 (1064.63) | consecutive losses (loss in money) | 7 (-18532.80) |
Maximal | consecutive profit (count of wins) | 37362.90 (4) | consecutive loss (count of losses) | -26470.90 (6) |
Average | consecutive wins | 5 | consecutive losses | 2 |