Symbol | EURCHF (Euro vs Swiss Franc) |
Period | 1 Hour (H1) 2010.05.02 17:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) |
|
Bars in test | 1372 | Ticks modelled | 1743 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5479.77 | Gross profit | 5519.44 | Gross loss | -39.66 |
Profit factor | 139.16 | Expected payoff | 1095.96 | | |
Absolute drawdown | 164.40 | Maximal drawdown | 2419.48 (19.12%) | Relative drawdown | 19.12% (2419.48) |
|
Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) |
Largest | profit trade | 2940.95 | loss trade | -20.85 |
Average | profit trade | 1839.81 | loss trade | -19.83 |
Maximum | consecutive wins (profit in money) | 2 (2578.49) | consecutive losses (loss in money) | 1 (-20.85) |
Maximal | consecutive profit (count of wins) | 2940.95 (1) | consecutive loss (count of losses) | -20.85 (1) |
Average | consecutive wins | 2 | consecutive losses | 1 |