Symbol | USDJPY (US Dollar vs Japanise Yen (spot)) |
Period | 15 Minutes (M15) 2006.03.01 00:00 - 2006.10.06 22:45 (2006.03.01 - 2006.10.09) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=true;
MM=true;
AccountIsMicro=false;
TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; |
|
Bars in test | 57216 | Ticks modelled | 925910 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 27794.98 | Gross profit | 44263.30 | Gross loss | -16468.32 |
Profit factor | 2.69 | Expected payoff | 204.37 | | |
Absolute drawdown | 429.48 | Maximal drawdown | 2535.73 (6.70%) | Relative drawdown | 7.83% (1429.26) |
|
Total trades | 136 | Short positions (won %) | 79 (78.48%) | Long positions (won %) | 57 (87.72%) |
| Profit trades (% of total) | 112 (82.35%) | Loss trades (% of total) | 24 (17.65%) |
Largest | profit trade | 746.18 | loss trade | -1346.57 |
Average | profit trade | 395.21 | loss trade | -686.18 |
Maximum | consecutive wins (profit in money) | 17 (8754.01) | consecutive losses (loss in money) | 2 (-2535.73) |
Maximal | consecutive profit (count of wins) | 8754.01 (17) | consecutive loss (count of losses) | -2535.73 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |