Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 15 Minutes (M15) 2004.06.21 00:00 - 2006.05.17 00:00 (2004.06.20 - 2006.05.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=11000; StepSize=70; 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 | 47448 | Ticks modelled | 2823751 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3130.66 | Gross profit | 18418.42 | Gross loss | -15287.76 |
Profit factor | 1.20 | Expected payoff | 4.95 | | |
Absolute drawdown | 764.19 | Maximal drawdown (%) | 1825.99 (16.4%) | | |
|
Total trades | 632 | Short positions (won %) | 283 (38.87%) | Long positions (won %) | 349 (46.42%) |
| Profit trades (% of total) | 272 (43.04%) | Loss trades (% of total) | 360 (56.96%) |
Largest | profit trade | 215.35 | loss trade | -128.12 |
Average | profit trade | 67.71 | loss trade | -42.47 |
Maximum | consecutive wins (profit in money) | 9 (272.28) | consecutive losses (loss in money) | 29 (-1494.40) |
Maximal | consecutive profit (count of wins) | 623.84 (5) | consecutive loss (count of losses) | -1494.40 (29) |
Average | consecutive wins | 4 | consecutive losses | 5 |