Backtest result
Symbol EURUSD (Euro vs US Dollar)
Period 30 Minutes (M30) 2009.01.05 20:30 - 2009.10.16 23:30
Model Every tick (the most precise method based on all available least timeframes)
Parameters Setting1=" --- Open Trade Parameters ---";
Lots=0.1;
TakeProfit=45;
StopLoss=200;
slippage=3;
Setting2=" ------ Risk Management ------";
RiskMM=true;
RiskPercent=3;
Setting3=" --- Martingle Management ----";
Multiplier=1.8;
MaxTrades=9;
Pips=30;
Inputs=" BBRSI & MA parameters ";
TimeFrame=1440;
Price=0;
RSIPeriod=8;
MAPeriod=8;
BBPeriod=20;
K=1;
Mode=0;
Bars in test 9825
Ticks modelled 2646306
Modelling quality 54.28%
Mismatched charts errors 0
Initial deposit 5000.00
Total net profit 20794.51
Gross profit 36131.18
Gross loss -15336.67
Profit factor 2.36
Expected payoff 25.58
Absolute drawdown 114.06
Maximal drawdown 5920.20 (27.04%)
Relative drawdown 36.89% (3909.83)
Total trades 813
Short positions (won %) 406 (64.04%)
Long positions (won %) 407 (65.85%)
Profit trades (% of total) 528 (64.94%)
Loss trades (% of total) 285 (35.06%)
Largest profit trade 2065.50
loss trade -531.76
Average profit trade 68.43
loss trade -53.81
Maximum consecutive wins (profit in money) 17 (471.51)
consecutive losses (loss in money) 7 (-2372.40)
Maximal consecutive profit (count of wins) 2809.26 (7)
consecutive loss (count of losses) -2372.40 (7)
Average consecutive wins 4
consecutive losses 2
Graf
paid
