Symbol | EURJPY (Euro vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.04.04 00:00 - 2006.10.04 00:00 (2006.04.04 - 2006.10.04) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false;
MM=false;
AccountIsMicro=false;
TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=18; SMA2Bars=10; Percent=0.018; EnvelopePeriod=6; OSMAFast=5; OSMASlow=30; OSMASignal=5; Correction1=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=30; Fast_Price=1; Slow_Period=16; Slow_Price=1; DVBuySell=0.0052; DVStayOut=0.027; |
|
Bars in test | 56960 | Ticks modelled | 1072093 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 15679.26 | Gross profit | 27482.88 | Gross loss | -11803.62 |
Profit factor | 2.33 | Expected payoff | 166.80 | | |
Absolute drawdown | 713.50 | Maximal drawdown | 1123.85 (9.88%) | Relative drawdown | 9.88% (1123.85) |
|
Total trades | 94 | Short positions (won %) | 41 (75.61%) | Long positions (won %) | 53 (86.79%) |
| Profit trades (% of total) | 77 (81.91%) | Loss trades (% of total) | 17 (18.09%) |
Largest | profit trade | 384.38 | loss trade | -772.33 |
Average | profit trade | 356.92 | loss trade | -694.33 |
Maximum | consecutive wins (profit in money) | 15 (5347.51) | consecutive losses (loss in money) | 1 (-772.33) |
Maximal | consecutive profit (count of wins) | 5347.51 (15) | consecutive loss (count of losses) | -772.33 (1) |
Average | consecutive wins | 5 | consecutive losses | 1 |