| Symbol |
EURJPY (Euro vs Japanese Yen) |
| Period |
15 Minutes (M15) 2005.10.03 00:00 - 2007.09.28
22:45 (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=500; _max_stoploss=400;
_quick_be=100; _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 |
54440 |
Ticks modelled |
4899791 |
Modelling quality |
90.00% |
| Mismatched charts errors |
0 |
|
|
|
|
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
17868.88 |
Gross profit |
33053.78 |
Gross loss |
-15184.90 |
| Profit factor |
2.18 |
Expected payoff |
67.18 |
|
|
| Absolute drawdown |
180.46 |
Maximal drawdown |
3650.79 (14.38%) |
Relative drawdown |
14.80% (2203.46) |
| |
| Total trades |
266 |
Short positions (won %) |
112 (46.43%) |
Long positions (won %) |
154 (94.81%) |
| |
Profit trades (% of total) |
198 (74.44%) |
Loss trades (% of total) |
68 (25.56%) |
| Largest |
profit trade |
880.06 |
loss trade |
-1362.16 |
| Average |
profit trade |
166.94 |
loss trade |
-223.31 |
| Maximum |
consecutive wins (profit in money) |
14 (2436.09) |
consecutive losses (loss in money) |
4 (-96.33) |
| Maximal |
consecutive profit (count of wins) |
2894.23 (11) |
consecutive loss (count of losses) |
-1411.31 (3) |
| Average |
consecutive wins |
4 |
consecutive losses |
1 |
