| Symbol |
EURUSD (Euro vs US Dollar) |
| 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=300; _max_stoploss=600;
_quick_be=150; _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=0; 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=true;
|
| |
| Bars in test |
54143 |
Ticks modelled |
3079510 |
Modelling quality |
90.00% |
| Mismatched charts errors |
4748 |
|
|
|
|
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
53249.30 |
Gross profit |
114366.70 |
Gross loss |
-61117.40 |
| Profit factor |
1.87 |
Expected payoff |
221.87 |
|
|
| Absolute drawdown |
2698.80 |
Maximal drawdown |
11195.70 (52.08%) |
Relative drawdown |
52.08% (11195.70) |
| |
| Total trades |
240 |
Short positions (won %) |
118 (80.51%) |
Long positions (won %) |
122 (87.70%) |
| |
Profit trades (% of total) |
202 (84.17%) |
Loss trades (% of total) |
38 (15.83%) |
| Largest |
profit trade |
1919.50 |
loss trade |
-4527.40 |
| Average |
profit trade |
566.17 |
loss trade |
-1608.35 |
| Maximum |
consecutive wins (profit in money) |
21 (16188.90) |
consecutive losses (loss in money) |
3 (-4227.60) |
| Maximal |
consecutive profit (count of wins) |
16188.90 (21) |
consecutive loss (count of losses) |
-6084.60 (2) |
| Average |
consecutive wins |
7 |
consecutive losses |
1 |
