Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2004.10.01 00:00 - 2006.09.20 00:00 (2004.10.01 - 2006.09.20) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.1; StopLoss=51; TakeProfit=13; MaxTrades=5; Pips=3; AccountProtection=1; mm=0; risk=0.15; AccountisNormal=0; mP1=28; mP1shift=0; mP2=28; mP2shift=0; mI=3; mL_vol=2.5; |
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Bars in test | 56062 | Ticks modelled | 2563996 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 28564.03 | Gross profit | 120677.37 | Gross loss | -92113.34 |
Profit factor | 1.31 | Expected payoff | 9.38 | | |
Absolute drawdown | 1381.93 | Maximal drawdown | 7328.39 (13.10%) | Relative drawdown | 13.10% (7328.39) |
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Total trades | 3044 | Short positions (won %) | 1464 (79.44%) | Long positions (won %) | 1580 (75.57%) |
| Profit trades (% of total) | 2357 (77.43%) | Loss trades (% of total) | 687 (22.57%) |
Largest | profit trade | 230.27 | loss trade | -656.00 |
Average | profit trade | 51.20 | loss trade | -134.08 |
Maximum | consecutive wins (profit in money) | 45 (1820.92) | consecutive losses (loss in money) | 15 (-3583.02) |
Maximal | consecutive profit (count of wins) | 1820.92 (45) | consecutive loss (count of losses) | -3583.02 (15) |
Average | consecutive wins | 8 | consecutive losses | 2 |