| Symbol | USDJPY (US Dollar 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=2; SMA2Bars=18; Percent=0.0032; EnvelopePeriod=2; OSMAFast=5; OSMASlow=22; OSMASignal=2; Correction1=0; 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=0.0029; DVStayOut=0.024; |
|
| Bars in test | 56934 | Ticks modelled | 792016 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 20129.86 | Gross profit | 34098.79 | Gross loss | -13968.93 |
| Profit factor | 2.44 | Expected payoff | 178.14 | | |
| Absolute drawdown | 56.19 | Maximal drawdown | 2092.69 (6.84%) | Relative drawdown | 12.42% (1445.76) |
|
| Total trades | 113 | Short positions (won %) | 62 (80.65%) | Long positions (won %) | 51 (86.27%) |
| Profit trades (% of total) | 94 (83.19%) | Loss trades (% of total) | 19 (16.81%) |
| Largest | profit trade | 419.47 | loss trade | -769.45 |
| Average | profit trade | 362.75 | loss trade | -735.21 |
| Maximum | consecutive wins (profit in money) | 17 (6124.37) | consecutive losses (loss in money) | 2 (-1496.42) |
| Maximal | consecutive profit (count of wins) | 6124.37 (17) | consecutive loss (count of losses) | -1496.42 (2) |
| Average | consecutive wins | 6 | consecutive losses | 1 |