| Symbol |
USDJPY (US Dollar vs Japanese Yen) |
| 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=false; _move_to_mid_SL=false;
account_risk_control=true; enter_high_risk=false; _max_open_trades=10;
_close_at_the_end_of_day=false;
|
| |
| Bars in test |
50473 |
Ticks modelled |
3467382 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
55953.13 |
Gross profit |
128533.62 |
Gross loss |
-72580.49 |
| Profit factor |
1.77 |
Expected payoff |
204.21 |
|
|
| Absolute drawdown |
239.41 |
Maximal drawdown |
14508.49 (28.53%) |
Relative drawdown |
28.53% (14508.49) |
| |
| Total trades |
274 |
Short positions (won %) |
107 (51.40%) |
Long positions (won %) |
167 (79.04%) |
| |
Profit trades (% of total) |
187 (68.25%) |
Loss trades (% of total) |
87 (31.75%) |
| Largest |
profit trade |
4256.14 |
loss trade |
-2883.11 |
| Average |
profit trade |
687.35 |
loss trade |
-834.26 |
| Maximum |
consecutive wins (profit in money) |
18 (9590.51) |
consecutive losses (loss in money) |
4 (-4608.32) |
| Maximal |
consecutive profit (count of wins) |
9590.51 (18) |
consecutive loss (count of losses) |
-4608.32 (4) |
| Average |
consecutive wins |
3 |
consecutive losses |
1 |