| Symbol |
USDJPY (US Dollar vs Japanese Yen) |
| Period |
15 Minutes (M15) 2005.10.03 00:00 -
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=600; _max_stoploss=500; _quick_be=250; _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=false; |
| |
| Bars in test |
54441 |
Ticks modelled |
3524711 |
Modelling quality |
90.00% |
| Mismatched charts errors |
94 |
|
|
|
|
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
66465.96 |
Gross profit |
121458.19 |
Gross loss |
-54992.23 |
| Profit factor |
2.21 |
Expected payoff |
359.28 |
|
|
| Absolute drawdown |
2933.19 |
Maximal drawdown |
14457.00 (60.10%) |
Relative drawdown |
60.10% (14457.00) |
| |
| Total trades |
185 |
Short positions (won %) |
104 (46.15%) |
Long positions (won %) |
81 (85.19%) |
| |
Profit trades (% of total) |
117 (63.24%) |
Loss trades (% of total) |
68 (36.76%) |
| Largest |
profit trade |
5011.35 |
loss trade |
-3468.16 |
| Average |
profit trade |
1038.10 |
loss trade |
-808.71 |
| Maximum |
consecutive wins (profit in money) |
10 (13369.51) |
consecutive losses (loss in money) |
5 (-3814.75) |
| Maximal |
consecutive profit (count of wins) |
13369.51 (10) |
consecutive loss (count of losses) |
-5137.38 (2) |
| Average |
consecutive wins |
3 |
consecutive losses |
2 |