Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 5 Minutes (M5) 2006.08.07 07:50 - 2006.08.25 22:55 (2006.06.26 - 2006.08.26) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | ExitMarket=false;
ShowSuitablePeriod=false;
ShowMarketInfo=false;
ShowAccountStatus=false;
ShowStat=false;
ShowDecision=false;
ShowDirection=false;
BlockSell=false;
BlockBuy=false;
ShowLots=true;
BlockStopLoss=false;
DisableShadowStopLoss=true;
DisableExitSell=false;
DisableExitBuy=false;
EnableMACD=false;
EnableMA=false;
EnableFractals=false;
EnableCCI=false;
EnableCyberiaLogic=true;
EnableLogicTrading=true;
EnableADX=false;
EnablePivot=false;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverseDetector=false;
ReverseIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true;
MAXLots=100; AutoDirection=true;
ValuesPeriodCount=23; ValuesPeriodCountMax=23; SlipPage=1; Lots=1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.3; StopLossIndex=2.5; AutoStopLossIndex=true;
StaticStopLoss=10; StopLevel=0; EnableTrailingStop=true;
TimeTradeHoursDisabled=""; GMT=1; MagicNumber=123000; PIPTimerSep="------ PIP Timer Setting -----"; EnablePIPTimer=true;
PIPTimerType=0; MinPIPProfit=6; |
|
Bars in test | 4263 | Ticks modelled | 45362 | Modelling quality | 31.15% |
|
Initial deposit | 25000.00 | | | | |
Total net profit | 4063.28 | Gross profit | 31384.92 | Gross loss | -27321.65 |
Profit factor | 1.15 | Expected payoff | 10.06 | | |
Absolute drawdown | 1193.77 | Maximal drawdown | 2228.33 (7.60%) | Relative drawdown | 7.60% (2228.33) |
|
Total trades | 404 | Short positions (won %) | 201 (66.67%) | Long positions (won %) | 203 (66.50%) |
| Profit trades (% of total) | 269 (66.58%) | Loss trades (% of total) | 135 (33.42%) |
Largest | profit trade | 362.91 | loss trade | -247.97 |
Average | profit trade | 116.67 | loss trade | -202.38 |
Maximum | consecutive wins (profit in money) | 14 (1818.63) | consecutive losses (loss in money) | 5 (-600.69) |
Maximal | consecutive profit (count of wins) | 1818.63 (14) | consecutive loss (count of losses) | -976.07 (4) |
Average | consecutive wins | 3 | consecutive losses | 1 |