Symbol | EURUSDm (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.01.05 00:00 - 2006.04.10 00:00 (2006.01.05 - 2006.04.10) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EnvelopePeriod=144; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=1; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=5; MaximumRisk=0; DecreaseFactor=5; MaElineTSL=0; |
|
Bars in test | 16464 | Ticks modelled | 217268 | Modelling quality | 54.82% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6.40 | Gross profit | 43.00 | Gross loss | -36.60 |
Profit factor | 1.17 | Expected payoff | 0.24 | | |
Absolute drawdown | 18.40 | Maximal drawdown (%) | 36.60 (0.4%) | | |
|
Total trades | 27 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 15 (40.00%) |
| Profit trades (% of total) | 12 (44.44%) | Loss trades (% of total) | 15 (55.56%) |
Largest | profit trade | 8.90 | loss trade | -3.70 |
Average | profit trade | 3.58 | loss trade | -2.44 |
Maximum | consecutive wins (profit in money) | 6 (24.80) | consecutive losses (loss in money) | 15 (-36.60) |
Maximal | consecutive profit (count of wins) | 24.80 (6) | consecutive loss (count of losses) | -36.60 (15) |
Average | consecutive wins | 6 | consecutive losses | 15 |