| Symbol |
EURJPY (Euro vs Japanese Yen) |
| Period |
15 Minutes (M15) 2004.12.31 00:00 -
2006.12.31 00:00 (2004.12.31 - 2006.12.31) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
|
| |
| Bars in test |
187032 |
Ticks modelled |
5636037 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
60982.78 |
Gross profit |
127402.46 |
Gross loss |
-66419.69 |
| Profit factor |
1.92 |
Expected payoff |
171.78 |
|
|
| Absolute drawdown |
3.50 |
Maximal drawdown |
9095.66 (17.51%) |
Relative drawdown |
17.51% (9095.66) |
| |
| Total trades |
355 |
Short positions (won %) |
159 (25.16%) |
Long positions (won %) |
196 (84.18%) |
| |
Profit trades (% of total) |
205 (57.75%) |
Loss trades (% of total) |
150 (42.25%) |
| Largest |
profit trade |
3834.96 |
loss trade |
-3046.39 |
| Average |
profit trade |
621.48 |
loss trade |
-442.80 |
| Maximum |
consecutive wins (profit in money) |
9 (2903.57) |
consecutive losses (loss in money) |
7 (-3143.36) |
| Maximal |
consecutive profit (count of wins) |
5791.85 (6) |
consecutive loss (count of losses) |
-5556.11 (5) |
| Average |
consecutive wins |
2 |
consecutive losses |
2 |
