Symbol | Dow_Jones (Dow Jones Industrial Average - United States) |
Period | 1 Hour (H1) 2010.05.03 01:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) |
|
Bars in test | 1354 | Ticks modelled | 1706 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3077.00 | Gross profit | 3818.00 | Gross loss | -741.00 |
Profit factor | 5.15 | Expected payoff | 512.83 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 3633.00 (25.12%) | Relative drawdown | 25.12% (3633.00) |
|
Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) |
Largest | profit trade | 1811.00 | loss trade | -528.00 |
Average | profit trade | 954.50 | loss trade | -370.50 |
Maximum | consecutive wins (profit in money) | 2 (2501.00) | consecutive losses (loss in money) | 2 (-741.00) |
Maximal | consecutive profit (count of wins) | 2501.00 (2) | consecutive loss (count of losses) | -741.00 (2) |
Average | consecutive wins | 2 | consecutive losses | 2 |