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 | 345913.60 | Gross profit | 412815.61 | Gross loss | -66902.01 |
Profit factor | 6.17 | Expected payoff | 3641.20 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 21843.13 (22.78%) | Relative drawdown | 31.33% (1461.87) |
|
Total trades | 95 | Short positions (won %) | 49 (87.76%) | Long positions (won %) | 46 (91.30%) |
| Profit trades (% of total) | 85 (89.47%) | Loss trades (% of total) | 10 (10.53%) |
Largest | profit trade | 61235.11 | loss trade | -20797.79 |
Average | profit trade | 4856.65 | loss trade | -6690.20 |
Maximum | consecutive wins (profit in money) | 16 (16668.68) | consecutive losses (loss in money) | 2 (-21843.13) |
Maximal | consecutive profit (count of wins) | 272882.16 (14) | consecutive loss (count of losses) | -21843.13 (2) |
Average | consecutive wins | 9 | consecutive losses | 1 |