|
Symbol |
EURGBP (Euro vs Great Britain Pound) |
|
Period |
15 Minutes (M15) 2005.10.02 23:00 -
2007.09.30 23:45 (2005.10.01 - 2007.10.01) |
|
Model |
Every tick (the most precise method based on
all available least timeframes) |
|
Parameters |
Group1="===Trading Variables==="; _server_time=1;
_short_trades=true; _long_trades=true;
_max_takeprofit=100; _max_stoploss=100;
_quick_be=50; _max_open_trades=10; _close_at_the_end_of_day=false;
_draw_pb_box=true; _draw_stripes=true; _draw_arrows=true;
trades_slippage=2; Group2="===Risk
Management Variables==="; Value_At_Risk=5;
user_lot_size=1; no_risk_balance=0;
account_risk_control=true; enter_high_risk=true;
above_max_lots_ok=true; bypass_margin_call=true;
Group3="===Money Management Variables==="; _move_to_break_even=true;
_trailing_stop_available=true; _move_to_mid_TP=true;
_compromise_TP=true; _neg_TS_available=false;
_move_to_mid_SL=false; |
| |
|
Bars in test |
53915 |
Ticks modelled |
2259384 |
Modelling quality |
90.00% |
|
Mismatched charts errors |
9602 |
|
|
|
|
| |
|
Initial deposit |
10000.00 |
|
|
|
|
|
Total net profit |
18913.47 |
Gross profit |
61674.22 |
Gross loss |
-42760.75 |
|
Profit factor |
1.44 |
Expected payoff |
139.07 |
|
|
|
Absolute drawdown |
867.12 |
Maximal drawdown |
6904.40 (19.84%) |
Relative drawdown |
21.86% (3056.98) |
| |
|
Total trades |
136 |
Short positions (won %) |
89 (66.29%) |
Long positions (won %) |
47 (70.21%) |
| |
Profit trades (% of total) |
92 (67.65%) |
Loss trades (% of total) |
44 (32.35%) |
|
Largest |
profit trade |
1894.12 |
loss trade |
-1920.86 |
|
Average |
profit trade |
670.37 |
loss trade |
-971.84 |
|
Maximum |
consecutive wins (profit in money) |
9 (3663.60) |
consecutive losses (loss in money) |
4 (-7009.07) |
|
Maximal |
consecutive profit (count of wins) |
10336.46 (8) |
consecutive loss (count of losses) |
-7009.07 (4) |
|
Average |
consecutive wins |
4 |
consecutive losses |
2 |