Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.02.20 00:00 - 2006.08.18 00:00 (2006.04.18 - 2006.08.18) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; MyMAPeriod=55; MyDistance=0.008; Percent=0.075; TakeProfit=110; StopLoss=80; TrailingStop=70; OSMAFast=23; OSMASlow=11; OSMASignal=4; MM=false;
AccountIsMicro=true;
TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; |
|
Bars in test | 53876 | Ticks modelled | 712025 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 18452.89 | Gross profit | 25564.38 | Gross loss | -7111.49 |
Profit factor | 3.59 | Expected payoff | 329.52 | | |
Absolute drawdown | 600.20 | Maximal drawdown | 2211.42 (13.87%) | Relative drawdown | 13.87% (2211.42) |
|
Total trades | 56 | Short positions (won %) | 29 (68.97%) | Long positions (won %) | 27 (81.48%) |
| Profit trades (% of total) | 42 (75.00%) | Loss trades (% of total) | 14 (25.00%) |
Largest | profit trade | 1458.60 | loss trade | -887.81 |
Average | profit trade | 608.68 | loss trade | -507.96 |
Maximum | consecutive wins (profit in money) | 11 (9102.14) | consecutive losses (loss in money) | 5 (-1107.35) |
Maximal | consecutive profit (count of wins) | 9102.14 (11) | consecutive loss (count of losses) | -1775.62 (2) |
Average | consecutive wins | 5 | consecutive losses | 2 |