Experts: Moving Average - page 2

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DIFFERENT SETTINGS - LIKE THE ONES METAQUOTES USED

Symbol		EURUSDFXF (Euro vs US Dollar)
Period		1 Hour (H1) 2007.03.30 17:01 - 2011.09.30 00:59 (2007.03.01 - 2011.06.20)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Lots=0.1; MaximumRisk=0.01; DecreaseFactor=1; MovingPeriod=16; MovingShift=11;
Bars in test	28117	Ticks modelled	34632921	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	1000000.00
Total net profit	-424287.00	Gross profit	1015708.80	Gross loss	-1439995.80
Profit factor	0.71	Expected payoff	-272.50
Absolute drawdown	426566.80	Maximal drawdown	445606.40 (43.73%)	Relative drawdown	43.73% (445606.40)
Total trades	1557	Short positions (won %)	778 (21.34%)	Long positions (won %)	779 (29.40%)
		Profit trades (% of total)	395 (25.37%)	Loss trades (% of total)	1162 (74.63%)
Largest		profit trade	101270.40	loss trade	-36944.00
Average		profit trade	2571.41	loss trade	-1239.24
Maximum		consecutive wins (profit in money)	4 (17427.00)	consecutive losses (loss in money)	23 (-2310.40)
Maximal		consecutive profit (count of wins)	129294.80 (3)	consecutive loss (count of losses)	-44613.40 (4)
Average		consecutive wins	1	consecutive losses	4

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