Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2005.06.01 00:00 - 2005.12.22 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | profit=80; stop=30; |
|
Bars in test | 16890 | Ticks modelled | 480421 | Modelling quality | 74.43% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 100.65 | Gross profit | 274.05 | Gross loss | -173.40 |
Profit factor | 1.58 | Expected payoff | 6.29 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 173.40 (22.4%) | | |
|
Total trades | 16 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 16 (37.50%) |
| Profit trades (% of total) | 6 (37.50%) | Loss trades (% of total) | 10 (62.50%) |
Largest | profit trade | 45.98 | loss trade | -17.52 |
Average | profit trade | 45.68 | loss trade | -17.34 |
Maximum | consecutive wins (profit in money) | 6 (274.05) | consecutive losses (loss in money) | 10 (-173.40) |
Maximal | consecutive profit (count of wins) | 274.05 (6) | consecutive loss (count of losses) | -173.40 (10) |
Average | consecutive wins | 6 | consecutive losses | 10 |