Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.03.20 00:00 - 2006.09.20 00:00 (2006.03.20 - 2006.09.20) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false;
MM=false;
AccountIsMicro=false;
TakeProfit=42; StopLoss=84; TrailingStop=33; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=52; SMA2Bars=130; Percent=0.095; EnvelopePeriod=9; OSMAFast=5; OSMASlow=30; OSMASignal=2; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=15; Fast_Price=1; Slow_Period=75; Slow_Price=1; DVBuySell=0.0005; DVStayOut=0.008; |
|
Bars in test | 56062 | Ticks modelled | 744186 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 17543.41 | Gross profit | 20875.91 | Gross loss | -3332.50 |
Profit factor | 6.26 | Expected payoff | 282.96 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 840.00 (6.93%) | Relative drawdown | 6.93% (840.00) |
|
Total trades | 62 | Short positions (won %) | 27 (88.89%) | Long positions (won %) | 35 (97.14%) |
| Profit trades (% of total) | 58 (93.55%) | Loss trades (% of total) | 4 (6.45%) |
Largest | profit trade | 436.50 | loss trade | -840.00 |
Average | profit trade | 359.93 | loss trade | -833.13 |
Maximum | consecutive wins (profit in money) | 32 (10924.41) | consecutive losses (loss in money) | 1 (-840.00) |
Maximal | consecutive profit (count of wins) | 10924.41 (32) | consecutive loss (count of losses) | -840.00 (1) |
Average | consecutive wins | 12 | consecutive losses | 1 |