| Symbol |
NZDUSD (New Zealand Dollar Vs US Dollar) |
| 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=600; _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=false; _neg_TS_available=false;
_move_to_mid_SL=false; |
| |
| Bars in test |
50905 |
Ticks modelled |
2501094 |
Modelling quality |
90.00% |
| Mismatched charts errors |
0 |
|
|
|
|
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
30145.90 |
Gross profit |
69403.16 |
Gross loss |
-39257.26 |
| Profit factor |
1.77 |
Expected payoff |
134.58 |
|
|
| Absolute drawdown |
483.08 |
Maximal drawdown |
7510.40 (25.21%) |
Relative drawdown |
25.21% (7510.40) |
| |
| Total trades |
224 |
Short positions (won %) |
101 (62.38%) |
Long positions (won %) |
123 (83.74%) |
| |
Profit trades (% of total) |
166 (74.11%) |
Loss trades (% of total) |
58 (25.89%) |
| Largest |
profit trade |
1844.32 |
loss trade |
-2012.40 |
| Average |
profit trade |
418.09 |
loss trade |
-676.85 |
| Maximum |
consecutive wins (profit in money) |
11 (5406.54) |
consecutive losses (loss in money) |
3 (-1569.60) |
| Maximal |
consecutive profit (count of wins) |
9865.00 (7) |
consecutive loss (count of losses) |
-3185.60 (2) |
| Average |
consecutive wins |
4 |
consecutive losses |
1 |
