Symbol | AUDUSD (Australian Dollar vs US Dollar) |
Period | 15 Minutes (M15) 2004.08.20 22:30 - 2005.11.02 13:00 |
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 | 29776 | Ticks modelled | 708646 | Modelling quality | 41.79% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -177.26 | Gross profit | 23317.34 | Gross loss | -23494.60 |
Profit factor | 0.99 | Expected payoff | -4.43 | | |
Absolute drawdown | 7936.00 | Maximal drawdown (%) | 12133.27 (85.5%) | | |
|
Total trades | 40 | Short positions (won %) | 19 (47.37%) | Long positions (won %) | 21 (71.43%) |
| Profit trades (% of total) | 24 (60.00%) | Loss trades (% of total) | 16 (40.00%) |
Largest | profit trade | 3424.00 | loss trade | -2347.00 |
Average | profit trade | 971.56 | loss trade | -1468.41 |
Maximum | consecutive wins (profit in money) | 7 (6286.40) | consecutive losses (loss in money) | 4 (-6555.00) |
Maximal | consecutive profit (count of wins) | 6361.60 (3) | consecutive loss (count of losses) | -6555.00 (4) |
Average | consecutive wins | 2 | consecutive losses | 1 |