Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 5 Minutes (M5) 2006.08.17 03:30 - 2006.08.23 00:00 (2006.05.01 - 2006.08.23) |
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 | 1144 | Ticks modelled | 11662 | Modelling quality | 31.19% |
|
Initial deposit | 25000.00 | | | | |
Total net profit | 150059.44 | Gross profit | 465341.18 | Gross loss | -315281.74 |
Profit factor | 1.48 | Expected payoff | 714.57 | | |
Absolute drawdown | 106.31 | Maximal drawdown | 53280.49 (24.91%) | Relative drawdown | 24.91% (53280.49) |
|
Total trades | 210 | Short positions (won %) | 116 (78.45%) | Long positions (won %) | 94 (81.91%) |
| Profit trades (% of total) | 168 (80.00%) | Loss trades (% of total) | 42 (20.00%) |
Largest | profit trade | 7798.28 | loss trade | -10945.87 |
Average | profit trade | 2769.89 | loss trade | -7506.71 |
Maximum | consecutive wins (profit in money) | 15 (45988.93) | consecutive losses (loss in money) | 2 (-20737.04) |
Maximal | consecutive profit (count of wins) | 53579.32 (13) | consecutive loss (count of losses) | -20737.04 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |