Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2005.04.07 23:15 - 2006.01.12 15:45 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | lots=1; TakeProfit=10; StopLoss=30; Close_signal=1; AL=1; N1=3; N2=2; |
|
Bars in test | 19002 | Ticks modelled | 1232050 | Modelling quality | 41.52% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 50220.44 | Gross profit | 200862.10 | Gross loss | -150641.65 |
Profit factor | 1.33 | Expected payoff | 17.76 | | |
Absolute drawdown | 2623.06 | Maximal drawdown (%) | 3492.24 (32.1%) | | |
|
Total trades | 2828 | Short positions (won %) | 1588 (78.21%) | Long positions (won %) | 1240 (78.39%) |
| Profit trades (% of total) | 2214 (78.29%) | Loss trades (% of total) | 614 (21.71%) |
Largest | profit trade | 100.69 | loss trade | -300.82 |
Average | profit trade | 90.72 | loss trade | -245.34 |
Maximum | consecutive wins (profit in money) | 38 (3740.00) | consecutive losses (loss in money) | 6 (-1332.47) |
Maximal | consecutive profit (count of wins) | 3740.00 (38) | consecutive loss (count of losses) | -1499.08 (5) |
Average | consecutive wins | 5 | consecutive losses | 1 |