| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 15 Minutes (M15) 2005.06.24 04:45 - 2006.03.07 21:30 (2006.02.01 - 2006.02.28) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Confirm=0; K=2; D=2; SL=1; lots=0.1; TakeProfit=100; StopLoss=100; UseTrail=false;
TrailingAct=6; TrailingStep=6; UseTimeFilter=true;
BeginHour=8; EndHour=18; |
|
| Bars in test | 16399 | Ticks modelled | 877636 | Modelling quality | 26.89% |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 945.00 | Gross profit | 1462.00 | Gross loss | -517.00 |
| Profit factor | 2.83 | Expected payoff | 3.44 | | |
| Absolute drawdown | 26.00 | Maximal drawdown (%) | 100.00 (7.2%) | | |
|
| Total trades | 275 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 275 (80.00%) |
| Profit trades (% of total) | 220 (80.00%) | Loss trades (% of total) | 55 (20.00%) |
| Largest | profit trade | 30.00 | loss trade | -100.00 |
| Average | profit trade | 6.65 | loss trade | -9.40 |
| Maximum | consecutive wins (profit in money) | 14 (69.00) | consecutive losses (loss in money) | 3 (-24.00) |
| Maximal | consecutive profit (count of wins) | 98.00 (8) | consecutive loss (count of losses) | -100.00 (1) |
| Average | consecutive wins | 4 | consecutive losses | 1 |