Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 15 Minutes (M15) 2004.06.17 13:45 - 2006.10.05 00:00 (2004.01.01 - 2006.10.05) |
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 | 57005 | Ticks modelled | 4888456 | Modelling quality | 89.84% |
|
Initial deposit | 100000.00 | | | | |
Total net profit | 12737.93 | Gross profit | 97780.66 | Gross loss | -85042.74 |
Profit factor | 1.15 | Expected payoff | 45.66 | | |
Absolute drawdown | 10115.00 | Maximal drawdown | 14131.22 (13.59%) | Relative drawdown | 13.59% (14131.22) |
|
Total trades | 279 | Short positions (won %) | 148 (60.14%) | Long positions (won %) | 131 (71.76%) |
| Profit trades (% of total) | 183 (65.59%) | Loss trades (% of total) | 96 (34.41%) |
Largest | profit trade | 605.76 | loss trade | -992.14 |
Average | profit trade | 534.32 | loss trade | -885.86 |
Maximum | consecutive wins (profit in money) | 16 (8546.09) | consecutive losses (loss in money) | 5 (-4370.48) |
Maximal | consecutive profit (count of wins) | 8546.09 (16) | consecutive loss (count of losses) | -4370.48 (5) |
Average | consecutive wins | 3 | consecutive losses | 1 |