Symbol | AUDUSD (Australian Dollar vs US Dollar) |
Period | 15 Minutes (M15) 2004.06.23 00:00 - 2006.06.11 00:00 (2004.06.23 - 2006.06.11) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- 20PipsExpert_v1 ----"; Magic=50000; Slippage=6; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; Data=" Input Data "; StartTime=22; MinuteforOpen=5; FridayTrade=0; InitialStop=100; TakeProfit=40; PendOrdGap=25; DaysBack=2; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 49331 | Ticks modelled | 1309879 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 2725.14 | Gross profit | 5334.16 | Gross loss | -2609.02 |
Profit factor | 2.04 | Expected payoff | 34.06 | | |
Absolute drawdown | 523.86 | Maximal drawdown (%) | 604.40 (11.9%) | | |
|
Total trades | 80 | Short positions (won %) | 41 (80.49%) | Long positions (won %) | 39 (87.18%) |
| Profit trades (% of total) | 67 (83.75%) | Loss trades (% of total) | 13 (16.25%) |
Largest | profit trade | 81.44 | loss trade | -202.40 |
Average | profit trade | 79.61 | loss trade | -200.69 |
Maximum | consecutive wins (profit in money) | 20 (1587.86) | consecutive losses (loss in money) | 3 (-604.40) |
Maximal | consecutive profit (count of wins) | 1587.86 (20) | consecutive loss (count of losses) | -604.40 (3) |
Average | consecutive wins | 6 | consecutive losses | 1 |