Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.05.01 00:00 - 2006.10.20 22:45 (2006.05.01 - 2006.10.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.3; 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; 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 | 58167 | Ticks modelled | 739297 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 114433.59 | Gross profit | 325809.63 | Gross loss | -211376.04 |
Profit factor | 1.54 | Expected payoff | 1079.56 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 85488.01 (52.55%) | Relative drawdown | 52.55% (85488.01) |
|
Total trades | 106 | Short positions (won %) | 60 (78.33%) | Long positions (won %) | 46 (89.13%) |
| Profit trades (% of total) | 88 (83.02%) | Loss trades (% of total) | 18 (16.98%) |
Largest | profit trade | 16356.36 | loss trade | -35539.01 |
Average | profit trade | 3702.38 | loss trade | -11743.11 |
Maximum | consecutive wins (profit in money) | 17 (56732.73) | consecutive losses (loss in money) | 2 (-58699.57) |
Maximal | consecutive profit (count of wins) | 108777.82 (11) | consecutive loss (count of losses) | -58699.57 (2) |
Average | consecutive wins | 6 | consecutive losses | 1 |