Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.05.01 00:00 - 2006.08.01 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=0.1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false;
MM=true;
AccountIsMicro=false;
TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=7; SMA2Bars=14; Percent=0.032; EnvelopePeriod=2; OSMAFast=5; OSMASlow=30; OSMASignal=2; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.003; DVStayOut=0.024; |
|
Bars in test | 31437 | Ticks modelled | 436973 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6670.61 | Gross profit | 25913.90 | Gross loss | -19243.29 |
Profit factor | 1.35 | Expected payoff | 35.48 | | |
Absolute drawdown | 1481.86 | Maximal drawdown | 2371.44 (13.29%) | Relative drawdown | 16.41% (1672.02) |
|
Total trades | 188 | Short positions (won %) | 101 (72.28%) | Long positions (won %) | 87 (72.41%) |
| Profit trades (% of total) | 136 (72.34%) | Loss trades (% of total) | 52 (27.66%) |
Largest | profit trade | 332.25 | loss trade | -662.32 |
Average | profit trade | 190.54 | loss trade | -370.06 |
Maximum | consecutive wins (profit in money) | 18 (4786.06) | consecutive losses (loss in money) | 5 (-1062.51) |
Maximal | consecutive profit (count of wins) | 4786.06 (18) | consecutive loss (count of losses) | -1316.21 (2) |
Average | consecutive wins | 5 | consecutive losses | 2 |