Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2001.01.16 00:00 - 2006.05.25 00:00 (2001.01.16 - 2006.05.25) |
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=1; Data=" Input Data "; StartTime=16; MinuteforOpen=5; FridayTrade=1; InitialStop=70; TakeProfit=40; PendOrdGap=25; DaysBack=1; MM_Parameters=" MoneyManagement by L.Williams "; MM=true;
MMRisk=0.11; LossMax=1000; |
|
Bars in test | 132810 | Ticks modelled | 3584523 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 10807.60 | Gross profit | 76040.63 | Gross loss | -65233.03 |
Profit factor | 1.17 | Expected payoff | 29.37 | | |
Absolute drawdown | 1531.29 | Maximal drawdown (%) | 6111.91 (63.8%) | | |
|
Total trades | 368 | Short positions (won %) | 167 (65.87%) | Long positions (won %) | 201 (69.15%) |
| Profit trades (% of total) | 249 (67.66%) | Loss trades (% of total) | 119 (32.34%) |
Largest | profit trade | 680.00 | loss trade | -1065.15 |
Average | profit trade | 305.38 | loss trade | -548.18 |
Maximum | consecutive wins (profit in money) | 14 (5566.58) | consecutive losses (loss in money) | 5 (-3108.40) |
Maximal | consecutive profit (count of wins) | 5566.58 (14) | consecutive loss (count of losses) | -3108.40 (5) |
Average | consecutive wins | 3 | consecutive losses | 1 |