| Symbol |
EURUSD (Euro vs US Dollar) |
| Period |
15 Minutes (M15) 2003.12.30 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 |
200855 |
Ticks modelled |
6050619 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
30299.00 |
Gross profit |
46588.50 |
Gross loss |
-16289.50 |
| Profit factor |
2.86 |
Expected payoff |
119.29 |
|
|
| Absolute drawdown |
970.00 |
Maximal drawdown |
2450.00 (9.43%) |
Relative drawdown |
16.08% (1730.00) |
| |
| Total trades |
254 |
Short positions (won %) |
130 (65.38%) |
Long positions (won %) |
124 (59.68%) |
| |
Profit trades (% of total) |
159 (62.60%) |
Loss trades (% of total) |
95 (37.40%) |
| Largest |
profit trade |
1164.00 |
loss trade |
-2362.50 |
| Average |
profit trade |
293.01 |
loss trade |
-171.47 |
| Maximum |
consecutive wins (profit in money) |
10 (3820.00) |
consecutive losses (loss in money) |
5 (-200.00) |
| Maximal |
consecutive profit (count of wins) |
3820.00 (10) |
consecutive loss (count of losses) |
-2450.00 (3) |
| Average |
consecutive wins |
3 |
consecutive losses |
2 |