Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 15 Minutes (M15) 2004.08.23 00:45 - 2005.11.02 13:30 |
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 | 29837 | Ticks modelled | 1436300 | Modelling quality | 41.10% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -5650.01 | Gross profit | 11989.63 | Gross loss | -17639.63 |
Profit factor | 0.68 | Expected payoff | -137.81 | | |
Absolute drawdown | 5650.01 | Maximal drawdown (%) | 6937.88 (61.5%) | | |
|
Total trades | 41 | Short positions (won %) | 21 (33.33%) | Long positions (won %) | 20 (60.00%) |
| Profit trades (% of total) | 19 (46.34%) | Loss trades (% of total) | 22 (53.66%) |
Largest | profit trade | 1546.09 | loss trade | -1357.22 |
Average | profit trade | 631.03 | loss trade | -801.80 |
Maximum | consecutive wins (profit in money) | 5 (4324.80) | consecutive losses (loss in money) | 6 (-4107.12) |
Maximal | consecutive profit (count of wins) | 4324.80 (5) | consecutive loss (count of losses) | -4107.12 (6) |
Average | consecutive wins | 3 | consecutive losses | 3 |