Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2004.08.02 13:00 - 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 | 31206 | Ticks modelled | 1015563 | Modelling quality | 40.59% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -1138.25 | Gross profit | 12603.19 | Gross loss | -13741.44 |
Profit factor | 0.92 | Expected payoff | -25.29 | | |
Absolute drawdown | 4358.74 | Maximal drawdown (%) | 4664.00 (45.3%) | | |
|
Total trades | 45 | Short positions (won %) | 20 (45.00%) | Long positions (won %) | 25 (72.00%) |
| Profit trades (% of total) | 27 (60.00%) | Loss trades (% of total) | 18 (40.00%) |
Largest | profit trade | 1990.94 | loss trade | -1240.49 |
Average | profit trade | 466.78 | loss trade | -763.41 |
Maximum | consecutive wins (profit in money) | 8 (2660.82) | consecutive losses (loss in money) | 5 (-3680.42) |
Maximal | consecutive profit (count of wins) | 2660.82 (8) | consecutive loss (count of losses) | -3680.42 (5) |
Average | consecutive wins | 3 | consecutive losses | 2 |