Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.03.13 00:00 - 2006.09.12 00:00 (2006.03.12 - 2006.09.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=true;
MM=false;
AccountIsMicro=false;
TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; |
|
Bars in test | 55410 | Ticks modelled | 794422 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 17629.94 | Gross profit | 35746.25 | Gross loss | -18116.30 |
Profit factor | 1.97 | Expected payoff | 119.12 | | |
Absolute drawdown | 993.94 | Maximal drawdown | 1857.85 (8.41%) | Relative drawdown | 13.35% (1387.81) |
|
Total trades | 148 | Short positions (won %) | 78 (79.49%) | Long positions (won %) | 70 (85.71%) |
| Profit trades (% of total) | 122 (82.43%) | Loss trades (% of total) | 26 (17.57%) |
Largest | profit trade | 412.92 | loss trade | -771.36 |
Average | profit trade | 293.00 | loss trade | -696.78 |
Maximum | consecutive wins (profit in money) | 15 (5204.79) | consecutive losses (loss in money) | 2 (-1498.05) |
Maximal | consecutive profit (count of wins) | 5204.79 (15) | consecutive loss (count of losses) | -1498.05 (2) |
Average | consecutive wins | 6 | consecutive losses | 1 |