Technical analysis

The following technical analysis shows the Nautilus strategy based on an example currency pair EUR/USD from 27 sept 2013 till 26 sept 2018. The strategy runs on multiple currency pairs (CP’S).

Symbol
EUR/USD

EURO vs US Dollar


Strategy supports multiple currency pairs. These results are from EUR/USD only. The results of the other CP’s are comparable.

Period
1 Min

One minute chart


2013.09.27 - 05.00
-
2018.09.26 - 5:59
(2016.04.01 - 2018.10.25)

Model
Every Tick

 


Based on all available lowest timeframes with fractal interpolation

Parameters Value
Bars in test 1863109
Modelled ticks 130682268
Modelling quality 99
Mismatched charts error 0
Initial Deposit 10000.00
Spread Current (18)
Parameters Value
Expected payout 68.73
Absolute drawdown 40559.07
Maximum drawdown 41942.63 (32.72%)
Relative drawdown 52.97% (35410.32)
Total number of trades 1876
Total Net Profit

128932.54

Gross Loss

-248019.88

Gross Profit

376952.42

Profitability Factor

1.52

Profit/Loss Ratio's
Short positions (won%):
940 (55.96%)
Long positions (won%):
936 (85.97%)
Profit trades (% of total):
1078 (57.46%)
Loss trades (% of total):
798 (42.54%)
Biggest profit transaction

7007.54

Biggest loss transaction

-4937.86

Average profit transaction

349.68

Biggest loss transaction

-310.80

Maximum consecutive Profit trades
8

(1489.41)


(Profit in money)

Maximum consecutive Loss trades
9

(-1539.68)


(Loss in money)

Maximum consecutive profit
16751.15

(3)


(number of profit transactions)

Maximum consecutive loss
-19876.38

(6)


(number of loss transactions)

Average consecutive profits
3

 


Trades

Average consecutive losses
2

 


Trades