| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 15 Minutes (M15) 2006.01.02 00:45 - 2006.04.28 22:45 (2006.01.02 - 2006.04.22) |
| 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 | 46362 | Ticks modelled | 325869 | Modelling quality | 89.99% |
|
| Initial deposit | 2000.00 | | | | |
| Total net profit | 596.10 | Gross profit | 1147.35 | Gross loss | -551.25 |
| Profit factor | 2.08 | Expected payoff | 14.90 | | |
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 381.75 (14.8%) | | |
|
| Total trades | 40 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 25 (64.00%) |
| Profit trades (% of total) | 22 (55.00%) | Loss trades (% of total) | 18 (45.00%) |
| Largest | profit trade | 141.75 | loss trade | -62.75 |
| Average | profit trade | 52.15 | loss trade | -30.63 |
| Maximum | consecutive wins (profit in money) | 9 (463.55) | consecutive losses (loss in money) | 9 (-259.65) |
| Maximal | consecutive profit (count of wins) | 463.55 (9) | consecutive loss (count of losses) | -259.65 (9) |
| Average | consecutive wins | 6 | consecutive losses | 5 |