| Symbol |
NZDUSD (New Zealand Dollar 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 |
198322 |
Ticks modelled |
3641527 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
38507.50 |
Gross profit |
56715.00 |
Gross loss |
-18207.50 |
| Profit factor |
3.11 |
Expected payoff |
409.65 |
|
|
| Absolute drawdown |
0.00 |
Maximal drawdown |
4180.00 (27.05%) |
Relative drawdown |
27.05% (4180.00) |
| |
| Total trades |
94 |
Short positions (won %) |
51 (45.10%) |
Long positions (won %) |
43 (58.14%) |
| |
Profit trades (% of total) |
48 (51.06%) |
Loss trades (% of total) |
46 (48.94%) |
| Largest |
profit trade |
2580.00 |
loss trade |
-4180.00 |
| Average |
profit trade |
1181.56 |
loss trade |
-395.82 |
| Maximum |
consecutive wins (profit in money) |
5 (8515.00) |
consecutive losses (loss in money) |
9 (-2242.50) |
| Maximal |
consecutive profit (count of wins) |
8515.00 (5) |
consecutive loss (count of losses) |
-4180.00 (1) |
| Average |
consecutive wins |
2 |
consecutive losses |
2 |