Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2001.01.08 00:00 - 2006.05.05 00:00 (2001.01.08 - 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 | 5093.30 | Gross profit | 10424.70 | Gross loss | -5331.40 |
Profit factor | 1.96 | Expected payoff | 18.52 | | |
Absolute drawdown | 24.75 | Maximal drawdown (%) | 379.25 (14.9%) | | |
|
Total trades | 275 | Short positions (won %) | 147 (50.34%) | Long positions (won %) | 128 (42.19%) |
| Profit trades (% of total) | 128 (46.55%) | Loss trades (% of total) | 147 (53.45%) |
Largest | profit trade | 250.55 | loss trade | -41.50 |
Average | profit trade | 81.44 | loss trade | -36.27 |
Maximum | consecutive wins (profit in money) | 6 (319.95) | 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 |