| Symbol |
AUDUSD (Australian Dollar vs US
Dollar ) |
| Period |
15 Minutes (M15) 2004.12.30 00:00 -
2006.12.31 00:00 (2004.12.30 - 2006.12.31) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
|
| |
| Bars in test |
200132 |
Ticks modelled |
2943192 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
30265.00 |
Gross profit |
40984.00 |
Gross loss |
-10719.00 |
| Profit factor |
3.82 |
Expected payoff |
210.17 |
|
|
| Absolute drawdown |
0.00 |
Maximal drawdown |
2526.00 (18.59%) |
Relative drawdown |
18.59% (2526.00) |
| |
| Total trades |
144 |
Short positions (won %) |
76 (88.16%) |
Long positions (won %) |
68 (83.82%) |
| |
Profit trades (% of total) |
124 (86.11%) |
Loss trades (% of total) |
20 (13.89%) |
| Largest |
profit trade |
2112.00 |
loss trade |
-1629.00 |
| Average |
profit trade |
330.52 |
loss trade |
-535.95 |
| 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 |