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=0.1; Data=" Input Data "; StartTime=16; MinuteforOpen=5; FridayTrade=1; InitialStop=70; TakeProfit=40; PendOrdGap=25; DaysBack=1; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 132810 | Ticks modelled | 3584523 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 1503.93 | Gross profit | 9856.19 | Gross loss | -8352.26 |
Profit factor | 1.18 | Expected payoff | 4.09 | | |
Absolute drawdown | 105.30 | Maximal drawdown (%) | 803.93 (1.6%) | | |
|
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 | 43.04 | loss trade | -75.05 |
Average | profit trade | 39.58 | loss trade | -70.19 |
Maximum | consecutive wins (profit in money) | 14 (542.84) | consecutive losses (loss in money) | 5 (-356.81) |
Maximal | consecutive profit (count of wins) | 542.84 (14) | consecutive loss (count of losses) | -356.81 (5) |
Average | consecutive wins | 3 | consecutive losses | 1 |