| Symbol |
AUDUSD (Australian Dollar vs US
Dollar ) |
| Period |
15 Minutes (M15) 2005.02.24 00:00 -
2007.02.23 22:45 (2005.02.24 - 2007.02.24) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
_server_time=1; Value_At_Risk=0;
_trades_allowed=true; no_risk_balance=0;
user_lot_size=1; _move_to_break_even=true;
_trailing_stop_available=true; _move_to_mid_TP=true;
_compromise_TP=true; _neg_TS_available=true;
_move_to_mid_SL=true; account_risk_control=true;
enter_high_risk=false; _max_open_trades=10;
_close_at_the_end_of_day=false;
|
| |
| Bars in test |
50533 |
Ticks modelled |
2636863 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
27907.00 |
Gross profit |
38084.00 |
Gross loss |
-10177.00 |
| Profit factor |
3.74 |
Expected payoff |
203.70 |
|
|
| Absolute drawdown |
2320.00 |
Maximal drawdown |
2357.00 (23.48%) |
Relative drawdown |
23.48% (2357.00) |
| |
| Total trades |
137 |
Short positions (won %) |
74 (87.84%) |
Long positions (won %) |
63 (84.13%) |
| |
Profit trades (% of total) |
118 (86.13%) |
Loss trades (% of total) |
19 (13.87%) |
| Largest |
profit trade |
2112.00 |
loss trade |
-1629.00 |
| Average |
profit trade |
322.75 |
loss trade |
-535.63 |
| Maximum |
consecutive wins (profit in money) |
21 (6061.00) |
consecutive losses (loss in money) |
1 (-1629.00) |
| Maximal |
consecutive profit (count of wins) |
6061.00 (21) |
consecutive loss (count of losses) |
-1629.00 (1) |
| Average |
consecutive wins |
6 |
consecutive losses |
1 |
