Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.04.04 00:00 - 2006.10.04 00:00 (2006.04.04 - 2006.10.04) |
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=64; StopLoss=104; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=18; SMA2Bars=10; Percent=0.018; EnvelopePeriod=6; OSMAFast=5; OSMASlow=30; OSMASignal=5; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=30; Fast_Price=1; Slow_Period=16; Slow_Price=1; DVBuySell=0.0052; DVStayOut=0.027; |
|
Bars in test | 56960 | Ticks modelled | 1072093 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 18496.13 | Gross profit | 26710.41 | Gross loss | -8214.28 |
Profit factor | 3.25 | Expected payoff | 308.27 | | |
Absolute drawdown | 873.36 | Maximal drawdown | 1280.24 (4.91%) | Relative drawdown | 9.39% (1262.06) |
|
Total trades | 60 | Short positions (won %) | 30 (76.67%) | Long positions (won %) | 30 (90.00%) |
| Profit trades (% of total) | 50 (83.33%) | Loss trades (% of total) | 10 (16.67%) |
Largest | profit trade | 554.43 | loss trade | -911.58 |
Average | profit trade | 534.21 | loss trade | -821.43 |
Maximum | consecutive wins (profit in money) | 16 (8536.01) | consecutive losses (loss in money) | 1 (-911.58) |
Maximal | consecutive profit (count of wins) | 8536.01 (16) | consecutive loss (count of losses) | -911.58 (1) |
Average | consecutive wins | 6 | consecutive losses | 1 |