Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2005.01.04 00:00 - 2006.04.28 00:00 (2005.01.04 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=10000; EnvelopePeriod=144; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=1; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=0.1; MaximumRisk=0; DecreaseFactor=5; MaElineTSL=0; |
|
Bars in test | 46271 | Ticks modelled | 1203610 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2133.40 | Gross profit | 5460.80 | Gross loss | -3327.40 |
Profit factor | 1.64 | Expected payoff | 11.72 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 650.95 (5.4%) | | |
|
Total trades | 182 | Short positions (won %) | 95 (49.47%) | Long positions (won %) | 87 (50.57%) |
| Profit trades (% of total) | 91 (50.00%) | Loss trades (% of total) | 91 (50.00%) |
Largest | profit trade | 231.30 | loss trade | -121.00 |
Average | profit trade | 60.01 | loss trade | -36.56 |
Maximum | consecutive wins (profit in money) | 16 (794.65) | consecutive losses (loss in money) | 14 (-459.95) |
Maximal | consecutive profit (count of wins) | 794.65 (16) | consecutive loss (count of losses) | -504.45 (12) |
Average | consecutive wins | 6 | consecutive losses | 6 |