Symbol | USDJPY (US Dollar vs Japanese Yen) |
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=30000; StepSize=40; 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 | 131435 | Ticks modelled | 3608236 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4577.18 | Gross profit | 30568.39 | Gross loss | -25991.21 |
Profit factor | 1.18 | Expected payoff | 2.57 | | |
Absolute drawdown | 1703.02 | Maximal drawdown (%) | 2116.24 (14.2%) | | |
|
Total trades | 1779 | Short positions (won %) | 902 (41.80%) | Long positions (won %) | 877 (46.75%) |
| Profit trades (% of total) | 787 (44.24%) | Loss trades (% of total) | 992 (55.76%) |
Largest | profit trade | 199.37 | loss trade | -152.41 |
Average | profit trade | 38.84 | loss trade | -26.20 |
Maximum | consecutive wins (profit in money) | 18 (689.16) | consecutive losses (loss in money) | 21 (-427.49) |
Maximal | consecutive profit (count of wins) | 726.94 (13) | consecutive loss (count of losses) | -851.91 (6) |
Average | consecutive wins | 5 | consecutive losses | 6 |