Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2001.01.08 00:00 - 2006.05.05 00:00 (2004.06.16 - 2006.05.05) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | _Parameters_Trade="----- Параметры торговли"; lStopLoss=40; lTakeProfit=180; lDayForClose=4; lHourClosePos=10; sStopLoss=40; sTakeProfit=250; sDayForClose=2; sHourClosePos=13; HourOpenPos=11; RangeFriday=0; Lots=0.1; Slippage=3; _Parameters_Trailing="----- Параметры трала"; UseTrailing=true;
ProfitTrailing=true;
TrailingStop=60; TrailingStep=6; |
|
Bars in test | 131488 | Ticks modelled | 3546283 | Modelling quality | 90.00% |
|
Initial deposit | 2000.00 | | | | |
Total net profit | 2110.75 | Gross profit | 3794.35 | Gross loss | -1683.60 |
Profit factor | 2.25 | Expected payoff | 21.54 | | |
Absolute drawdown | 26.20 | Maximal drawdown (%) | 286.65 (9.6%) | | |
|
Total trades | 98 | Short positions (won %) | 49 (55.10%) | Long positions (won %) | 49 (42.86%) |
| Profit trades (% of total) | 48 (48.98%) | Loss trades (% of total) | 50 (51.02%) |
Largest | profit trade | 205.55 | loss trade | -40.75 |
Average | profit trade | 79.05 | loss trade | -33.67 |
Maximum | consecutive wins (profit in money) | 5 (553.80) | consecutive losses (loss in money) | 8 (-286.65) |
Maximal | consecutive profit (count of wins) | 553.80 (5) | consecutive loss (count of losses) | -286.65 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |