Symbol | S&P_500 (S&P 500 - United States) |
Period | 1 Hour (H1) 2010.05.02 17:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) |
|
Bars in test | 1359 | Ticks modelled | 1717 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4804.00 | Gross profit | 6031.00 | Gross loss | -1227.00 |
Profit factor | 4.92 | Expected payoff | 800.67 | | |
Absolute drawdown | 62.50 | Maximal drawdown | 3452.50 (22.48%) | Relative drawdown | 22.48% (3452.50) |
|
Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) |
Largest | profit trade | 2412.00 | loss trade | -1227.00 |
Average | profit trade | 1206.20 | loss trade | -1227.00 |
Maximum | consecutive wins (profit in money) | 4 (4481.50) | consecutive losses (loss in money) | 1 (-1227.00) |
Maximal | consecutive profit (count of wins) | 4481.50 (4) | consecutive loss (count of losses) | -1227.00 (1) |
Average | consecutive wins | 3 | consecutive losses | 1 |