Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2001.01.15 00:00 - 2006.05.17 00:00 (2001.01.14 - 2006.05.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=10000; StepSize=50; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=2; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=0.1; MaximumRisk=0; DecreaseFactor=5; MaElineTSL=0; |
|
Bars in test | 132238 | Ticks modelled | 3563269 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6402.68 | Gross profit | 29745.30 | Gross loss | -23342.62 |
Profit factor | 1.27 | Expected payoff | 5.44 | | |
Absolute drawdown | 1359.30 | Maximal drawdown (%) | 1359.30 (13.6%) | | |
|
Total trades | 1178 | Short positions (won %) | 554 (46.75%) | Long positions (won %) | 624 (45.99%) |
| Profit trades (% of total) | 546 (46.35%) | Loss trades (% of total) | 632 (53.65%) |
Largest | profit trade | 235.96 | loss trade | -206.79 |
Average | profit trade | 54.48 | loss trade | -36.93 |
Maximum | consecutive wins (profit in money) | 22 (808.17) | consecutive losses (loss in money) | 16 (-484.69) |
Maximal | consecutive profit (count of wins) | 864.81 (13) | consecutive loss (count of losses) | -816.69 (15) |
Average | consecutive wins | 4 | consecutive losses | 5 |