Symbol | EURUSD (Euro vs US Dollar) |
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 | 55491 | Ticks modelled | 737784 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 15866.02 | Gross profit | 20033.02 | Gross loss | -4167.00 |
Profit factor | 4.81 | Expected payoff | 255.90 | | |
Absolute drawdown | 834.50 | Maximal drawdown | 840.00 (7.42%) | Relative drawdown | 8.34% (834.50) |
|
Total trades | 62 | Short positions (won %) | 28 (85.71%) | Long positions (won %) | 34 (97.06%) |
| Profit trades (% of total) | 57 (91.94%) | Loss trades (% of total) | 5 (8.06%) |
Largest | profit trade | 436.50 | loss trade | -840.00 |
Average | profit trade | 351.46 | loss trade | -833.40 |
Maximum | consecutive wins (profit in money) | 32 (10924.41) | consecutive losses (loss in money) | 1 (-840.00) |
Maximal | consecutive profit (count of wins) | 10924.41 (32) | consecutive loss (count of losses) | -840.00 (1) |
Average | consecutive wins | 11 | consecutive losses | 1 |