| Symbol |
USDJPY (US Dollar vs Japanese Yen) |
| Period |
15 Minutes (M15) 2003.12.31 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 |
TP_ratio=3.5; SL_ratio=3.1; _trailing_stop_available=true;
TS_ratio=0.8; _move_to_break_even=true; _BE_profit_in_pips=10;
BE_ratio=0.7; _compromise_TP=true; _C_TP_profit_in_pips=5;
Comp_TP_ratio=0.4; _move_to_mid_TP=true;
mid_TP_ratio=0.82; mid_TP_target=0.5; _move_to_mid_SL=false;
mid_SL_ratio=0.93; mid_SL_target=0.61; _neg_TS_available=false;
neg_TS_ratio=0.9; account_risk_control=true;
Value_At_Risk=0; user_lot_size=1; price_deviation=-21;
_price_flexibility=6; _server_time=1; _time_shift=-1;
opt_active_time=4; counter_trade=false;
counter_TP_adj=1.45; counter_SL_adj=1.5;
counter_price_dev=-25; normal_trade=true; cci_check=52;
cci_period=5; _box_length=21; _max_open_trades=10; _trades_allowed=true;
_close_at_the_end_of_day=false; no_risk_balance=0;
enter_high_risk=true; |
| |
| Bars in test |
200278 |
Ticks modelled |
5772284 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
53247.39 |
Gross profit |
128390.19 |
Gross loss |
-75142.80 |
| Profit factor |
1.71 |
Expected payoff |
190.85 |
|
|
| Absolute drawdown |
1045.45 |
Maximal drawdown |
14523.67 (28.71%) |
Relative drawdown |
28.71% (14523.67) |
| |
| Total trades |
279 |
Short positions (won %) |
110 (50.00%) |
Long positions (won %) |
169 (78.70%) |
| |
Profit trades (% of total) |
188 (67.38%) |
Loss trades (% of total) |
91 (32.62%) |
| Largest |
profit trade |
4262.02 |
loss trade |
-2887.03 |
| Average |
profit trade |
682.93 |
loss trade |
-825.75 |
| Maximum |
consecutive wins (profit in money) |
18 (9583.63) |
consecutive losses (loss in money) |
4 (-4611.01) |
| Maximal |
consecutive profit (count of wins) |
9583.63 (18) |
consecutive loss (count of losses) |
-4611.01 (4) |
| Average |
consecutive wins |
3 |
consecutive losses |
1 |