Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2005.09.13 00:00 - 2006.03.01 00:00 (2005.09.13 - 2006.03.01) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | TakeProfit=13; TrailingStop=8; StopLoss=8; UseStopLoss=false;
Lots=1; EmaPeriod=12; |
|
Bars in test | 15673 | Ticks modelled | 127524 | Modelling quality | 35.58% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -1004.00 | Gross profit | 2460.00 | Gross loss | -3464.00 |
Profit factor | 0.71 | Expected payoff | -47.81 | | |
Absolute drawdown | 1004.00 | Maximal drawdown (%) | 3198.00 (26.2%) | | |
|
Total trades | 21 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 12 (83.33%) |
| Profit trades (% of total) | 19 (90.48%) | Loss trades (% of total) | 2 (9.52%) |
Largest | profit trade | 140.00 | loss trade | -3110.00 |
Average | profit trade | 129.47 | loss trade | -1732.00 |
Maximum | consecutive wins (profit in money) | 17 (2194.00) | consecutive losses (loss in money) | 1 (-3110.00) |
Maximal | consecutive profit (count of wins) | 2194.00 (17) | consecutive loss (count of losses) | -3110.00 (1) |
Average | consecutive wins | 10 | consecutive losses | 1 |