| 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=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=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 |
89777.00 |
Gross profit |
208876.20 |
Gross loss |
-119099.20 |
| Profit factor |
1.75 |
Expected payoff |
400.79 |
|
|
| Absolute drawdown |
1067.00 |
Maximal drawdown |
15223.60 (21.66%) |
Relative drawdown |
52.00% (10723.80) |
| |
| 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 |
5882.20 |
loss trade |
-4520.80 |
| Average |
profit trade |
1258.29 |
loss trade |
-2053.43 |
| Maximum |
consecutive wins (profit in money) |
11 (15328.00) |
consecutive losses (loss in money) |
3 (-7848.00) |
| Maximal |
consecutive profit (count of wins) |
28982.40 (7) |
consecutive loss (count of losses) |
-8954.80 (2) |
| Average |
consecutive wins |
4 |
consecutive losses |
1 |
