Symbol | EURUSDm (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.05.02 03:15 - 2006.05.31 00:00 (2006.05.01 - 2006.05.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EXPERT_MAGIC=1000; StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=8; UseOptimizedValues=true;
Lots=2; |
|
Bars in test | 16371 | Ticks modelled | 105005 | Modelling quality | 75.75% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 556.00 | Gross profit | 790.00 | Gross loss | -234.00 |
Profit factor | 3.38 | Expected payoff | 13.56 | | |
Absolute drawdown | 34.00 | Maximal drawdown (%) | 86.00 (7.7%) | | |
|
Total trades | 41 | Short positions (won %) | 27 (100.00%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 34 (82.93%) | Loss trades (% of total) | 7 (17.07%) |
Largest | profit trade | 108.00 | loss trade | -52.00 |
Average | profit trade | 23.24 | loss trade | -33.43 |
Maximum | consecutive wins (profit in money) | 22 (420.00) | consecutive losses (loss in money) | 2 (-86.00) |
Maximal | consecutive profit (count of wins) | 420.00 (22) | consecutive loss (count of losses) | -86.00 (2) |
Average | consecutive wins | 9 | consecutive losses | 1 |