Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2006.04.17 00:00 - 2006.09.22 22:45 (2006.04.17 - 2006.10.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=0; PrefSettings=false;
MM=false;
AccountIsMicro=false;
UseCloseAfterHours=false;
CloseAfterHours=226800; TakeProfit=42; StopLoss=84; TrailingStop=0; TrailingStopType=0; UseBreakEven=false;
BEFactor=14; BEProfit=0; _TakeProfit=100; _StopLoss=100; 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; 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 | 56265 | Ticks modelled | 716796 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 18175.62 | Gross profit | 31527.81 | Gross loss | -13352.19 |
Profit factor | 2.36 | Expected payoff | 173.10 | | |
Absolute drawdown | 721.75 | Maximal drawdown | 1523.48 (5.13%) | Relative drawdown | 13.48% (1445.87) |
|
Total trades | 105 | Short positions (won %) | 57 (80.70%) | Long positions (won %) | 48 (83.33%) |
| Profit trades (% of total) | 86 (81.90%) | Loss trades (% of total) | 19 (18.10%) |
Largest | profit trade | 418.94 | loss trade | -769.09 |
Average | profit trade | 366.60 | loss trade | -702.75 |
Maximum | consecutive wins (profit in money) | 17 (6124.81) | consecutive losses (loss in money) | 2 (-1496.42) |
Maximal | consecutive profit (count of wins) | 6124.81 (17) | consecutive loss (count of losses) | -1496.42 (2) |
Average | consecutive wins | 6 | consecutive losses | 1 |