Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2004.06.17 11:45 - 2005.11.02 12:15 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotsIfNoMM=1; TakeProfit=100; Stoploss=0; TrailingStop=60; WPRperiod=24; Slippage=5; MM_Mode=0; MM_Risk=20; |
|
Bars in test | 34239 | Ticks modelled | 1163033 | Modelling quality | 39.23% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9663.48 | Gross profit | 26012.28 | Gross loss | -16348.80 |
Profit factor | 1.59 | Expected payoff | 178.95 | | |
Absolute drawdown | 507.20 | Maximal drawdown (%) | 2735.73 (14.1%) | | |
|
Total trades | 54 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 32 (59.38%) |
| Profit trades (% of total) | 34 (62.96%) | Loss trades (% of total) | 20 (37.04%) |
Largest | profit trade | 2184.53 | loss trade | -1257.20 |
Average | profit trade | 765.07 | loss trade | -817.44 |
Maximum | consecutive wins (profit in money) | 6 (6845.73) | consecutive losses (loss in money) | 3 (-2033.20) |
Maximal | consecutive profit (count of wins) | 6845.73 (6) | consecutive loss (count of losses) | -2033.20 (3) |
Average | consecutive wins | 2 | consecutive losses | 1 |