Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2001.06.20 00:00 - 2006.05.29 00:00 (2001.06.20 - 2006.05.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- 20PipsExpert_v1 ----"; Magic=10000; Slippage=6; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; Data=" Input Data "; StartTime=0; MinuteforOpen=5; FridayTrade=1; InitialStop=200; TakeProfit=20; PendOrdGap=25; DaysBack=1; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.3; LossMax=1000; |
|
Bars in test | 132998 | Ticks modelled | 3374394 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 1774.18 | Gross profit | 8143.01 | Gross loss | -6368.83 |
Profit factor | 1.28 | Expected payoff | 4.02 | | |
Absolute drawdown | 450.57 | Maximal drawdown (%) | 1073.26 (2.1%) | | |
|
Total trades | 441 | Short positions (won %) | 233 (90.99%) | Long positions (won %) | 208 (94.71%) |
| Profit trades (% of total) | 409 (92.74%) | Loss trades (% of total) | 32 (7.26%) |
Largest | profit trade | 27.92 | loss trade | -211.64 |
Average | profit trade | 19.91 | loss trade | -199.03 |
Maximum | consecutive wins (profit in money) | 38 (756.00) | consecutive losses (loss in money) | 2 (-404.85) |
Maximal | consecutive profit (count of wins) | 756.00 (38) | consecutive loss (count of losses) | -404.85 (2) |
Average | consecutive wins | 14 | consecutive losses | 1 |