Symbol | USDJPY (US Dollar vs Japanese Yen) |
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=0.5; DecreaseFactor=1; PrefSettings=true;
MM=true;
AccountIsMicro=false;
TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=7; SMA2Bars=14; Percent=0.0032; EnvelopePeriod=2; 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=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.003; DVStayOut=0.024; |
|
Bars in test | 55982 | Ticks modelled | 800250 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 82722.72 | Gross profit | 167694.96 | Gross loss | -84972.24 |
Profit factor | 1.97 | Expected payoff | 689.36 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 11288.16 (21.76%) | Relative drawdown | 26.30% (3582.70) |
|
Total trades | 120 | Short positions (won %) | 58 (77.59%) | Long positions (won %) | 62 (82.26%) |
| Profit trades (% of total) | 96 (80.00%) | Loss trades (% of total) | 24 (20.00%) |
Largest | profit trade | 2103.95 | loss trade | -3862.37 |
Average | profit trade | 1746.82 | loss trade | -3540.51 |
Maximum | consecutive wins (profit in money) | 12 (19959.53) | consecutive losses (loss in money) | 3 (-7184.91) |
Maximal | consecutive profit (count of wins) | 20351.85 (11) | consecutive loss (count of losses) | -7635.24 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |