Symbol | AUDUSD (Australian Dollar vs US Dollar) |
Period | 5 Minutes (M5) 2011.01.20 00:00 - 2011.01.21 23:55 (2011.01.20 - 2011.01.24) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | s0="Section for Trend Analysis"; TrendAnalysis=false;
EmailAlert=false;
PopupAlert=false;
TrendLine_watch=false;
Reduce_factor=2; Trend_line_Keep=3; AutoTrend_timeperiod=240; s1="Section for Autotrade"; Manage_Trade=false;
Heiken_Ashi_timeperiod=240; index=1; email=false;
s2="Section for FireBird"; Chart_Time_Frame=5; MA_length=21; MA_timeframe=5; MAtype=1; Percent=0.05; TradeOnFriday=1; slip=25; Lots=0.1; MaxOpenOrders=5; SafeArea=10000; PipStep=100; TakeProfit=1000; Stoploss=2000; s3="Section for Trailing stop"; TrailingStopFlag=false;
TrailingStop=200; TStrigger=200; MinMarginLevel=250; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=10; TradeFrom4=0; TradeUntil4=0; s4="Section for iFXAnalyzer"; Fast_Period=23; Fast_Price=1; Slow_Period=84; Slow_Price=1; DivergenceLimit=0.1; Use_V63D_Divergence=false;
IncreasementType=0; PipsLoss=500; GMT=2; DST=0; OpeningHour=0; ClosingHour=24; writelog=0; |
|
Bars in test | 1576 | Ticks modelled | 117858 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 114.86 | Gross profit | 204.10 | Gross loss | -89.24 |
Profit factor | 2.29 | Expected payoff | 16.41 | | |
Absolute drawdown | 23.00 | Maximal drawdown | 329.30 (3.18%) | Relative drawdown | 3.18% (329.30) |
|
Total trades | 7 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) |
Largest | profit trade | 100.00 | loss trade | -37.41 |
Average | profit trade | 68.03 | loss trade | -22.31 |
Maximum | consecutive wins (profit in money) | 3 (204.10) | consecutive losses (loss in money) | 4 (-89.24) |
Maximal | consecutive profit (count of wins) | 204.10 (3) | consecutive loss (count of losses) | -89.24 (4) |
Average | consecutive wins | 3 | consecutive losses | 4 |