Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.03.22 00:00 - 2006.09.22 00:00 (2006.03.22 - 2006.09.22) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.5; DecreaseFactor=1; PrefSettings=false;
MM=true;
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; xfactor=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 | 56174 | Ticks modelled | 801200 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 214798.21 | Gross profit | 327544.42 | Gross loss | -112746.21 |
Profit factor | 2.91 | Expected payoff | 5114.24 | | |
Absolute drawdown | 1029.11 | Maximal drawdown | 68859.94 (38.01%) | Relative drawdown | 59.22% (19758.19) |
|
Total trades | 42 | Short positions (won %) | 28 (89.29%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 36 (85.71%) | Loss trades (% of total) | 6 (14.29%) |
Largest | profit trade | 36037.08 | loss trade | -68859.94 |
Average | profit trade | 9098.46 | loss trade | -18791.04 |
Maximum | consecutive wins (profit in money) | 14 (164505.94) | consecutive losses (loss in money) | 2 (-19758.19) |
Maximal | consecutive profit (count of wins) | 164505.94 (14) | consecutive loss (count of losses) | -68859.94 (1) |
Average | consecutive wins | 6 | consecutive losses | 1 |