Symbol EURUSD (Euro vs US Dollar) Period 5 Minutes (M5) 2010.01.04 00:00 - 2011.02.01 23:55 (2010.01.01 - 2011.02.02) Model Every tick (the most precise method based on all available least timeframes) Parameters TakeProfit=200; maxStopLoss=50; maxLots=0.1; maxContracts=2; EMA=144; iWPRPeriod=46; Bars in test 59026 Ticks modelled 7365768 Modelling quality n/a Mismatched charts errors 8220 Initial deposit 1000.00 Total net profit 1624.88 Gross profit 4601.32 Gross loss -2976.44 Profit factor 1.55 Expected payoff 3.90 Absolute drawdown 27.02 Maximal drawdown 331.92 (13.99%) Relative drawdown 13.99% (331.92) Total trades 417 Short positions (won %) 198 (71.21%) Long positions (won %) 219 (75.80%) Profit trades (% of total) 307 (73.62%) Loss trades (% of total) 110 (26.38%) Largest profit trade 45.15 loss trade -39.67 Average profit trade 14.99 loss trade -27.06 Maximum consecutive wins (profit in money) 20 (273.90) consecutive losses (loss in money) 5 (-118.47) Maximal consecutive profit (count of wins) 326.41 (15) consecutive loss (count of losses) -153.43 (4) verage consecutive wins 5 consecutive losses 2
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