Symbol | USDJPYm (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.09.07 22:15 - 2006.10.06 19:45 |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | Lots=1; MaximumRisk=0.3; DecreaseFactor=1; 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; 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 | 2071 | Ticks modelled | 27006 | Modelling quality | 47.61% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -104.72 | Gross profit | 334.29 | Gross loss | -439.01 |
Profit factor | 0.76 | Expected payoff | -6.54 | | |
Absolute drawdown | 394.03 | Maximal drawdown | 394.03 (3.94%) | Relative drawdown | 3.94% (394.03) |
|
Total trades | 16 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 9 (56.25%) | Loss trades (% of total) | 7 (43.75%) |
Largest | profit trade | 43.30 | loss trade | -76.02 |
Average | profit trade | 37.14 | loss trade | -62.72 |
Maximum | consecutive wins (profit in money) | 8 (290.99) | consecutive losses (loss in money) | 4 (-290.19) |
Maximal | consecutive profit (count of wins) | 290.99 (8) | consecutive loss (count of losses) | -290.19 (4) |
Average | consecutive wins | 5 | consecutive losses | 2 |