Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2012.01.02 00:00 - 2012.04.19 18:00 (2012.01.02 - 2012.05.06) |
Model | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 8561 | Ticks modelled | 8483368 | Modelling quality | n/a |
Mismatched charts errors | 414 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 200.83 | Gross profit | 524.77 | Gross loss | -323.94 |
Profit factor | 1.62 | Expected payoff | 6.93 | | |
Absolute drawdown | 44.42 | Maximal drawdown | 203.90 (1.98%) | Relative drawdown | 1.98% (203.90) |
|
Total trades | 29 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 12 (25.00%) |
| Profit trades (% of total) | 15 (51.72%) | Loss trades (% of total) | 14 (48.28%) |
Largest | profit trade | 78.64 | loss trade | -38.36 |
Average | profit trade | 34.98 | loss trade | -23.14 |
Maximum | consecutive wins (profit in money) | 5 (211.24) | consecutive losses (loss in money) | 5 (-125.10) |
Maximal | consecutive profit (count of wins) | 211.24 (5) | consecutive loss (count of losses) | -125.10 (5) |
Average | consecutive wins | 3 | consecutive losses | 2 |