Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.04.11 00:00 - 2006.09.22 22:45 (2006.04.11 - 2006.10.11) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.3; DecreaseFactor=1; PrefSettings=true;
MM=true;
AccountIsMicro=false;
TakeProfit=0; StopLoss=0; TrailingStop=0; Slippage=100; CorGJ01="EURCHF"; CorGJ02="CHFJPY"; CorGJ03="EURGBP"; CorUJ01="EURUSD"; CorUJ02="GBPUSD"; CorUJ03="USDCHF"; SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; |
|
Bars in test | 56265 | Ticks modelled | 732652 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 340100.83 | Gross profit | 553458.30 | Gross loss | -213357.46 |
Profit factor | 2.59 | Expected payoff | 4097.60 | | |
Absolute drawdown | 1719.98 | Maximal drawdown | 45856.00 (32.47%) | Relative drawdown | 48.23% (34164.54) |
|
Total trades | 83 | Short positions (won %) | 45 (82.22%) | Long positions (won %) | 38 (84.21%) |
| Profit trades (% of total) | 69 (83.13%) | Loss trades (% of total) | 14 (16.87%) |
Largest | profit trade | 35413.89 | loss trade | -30663.52 |
Average | profit trade | 8021.13 | loss trade | -15239.82 |
Maximum | consecutive wins (profit in money) | 14 (33243.49) | consecutive losses (loss in money) | 2 (-28224.23) |
Maximal | consecutive profit (count of wins) | 248893.78 (12) | consecutive loss (count of losses) | -30663.52 (1) |
Average | consecutive wins | 5 | consecutive losses | 1 |