Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2001.01.16 00:00 - 2006.06.01 00:00 (2001.01.16 - 2006.06.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- 20PipsExpert_v1 ----"; Magic=40000; Slippage=6; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; Data=" Input Data "; StartTime=17; MinuteforOpen=5; FridayTrade=1; InitialStop=50; TakeProfit=40; PendOrdGap=25; DaysBack=3; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 132482 | Ticks modelled | 3653111 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 1589.68 | Gross profit | 6709.04 | Gross loss | -5119.35 |
Profit factor | 1.31 | Expected payoff | 5.10 | | |
Absolute drawdown | 35.24 | Maximal drawdown (%) | 472.84 (8.0%) | | |
|
Total trades | 312 | Short positions (won %) | 145 (61.38%) | Long positions (won %) | 167 (62.87%) |
| Profit trades (% of total) | 194 (62.18%) | Loss trades (% of total) | 118 (37.82%) |
Largest | profit trade | 44.64 | loss trade | -52.41 |
Average | profit trade | 34.58 | loss trade | -43.38 |
Maximum | consecutive wins (profit in money) | 18 (694.84) | consecutive losses (loss in money) | 5 (-230.15) |
Maximal | consecutive profit (count of wins) | 694.84 (18) | consecutive loss (count of losses) | -230.15 (5) |
Average | consecutive wins | 3 | consecutive losses | 2 |