Symbol | AUDUSD (Australian Dollar vs US Dollar) |
Period | 5 Minutes (M5) 2011.01.04 00:00 - 2011.01.11 23:55 (2011.01.04 - 2011.01.12) |
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 | 2717 | Ticks modelled | 298085 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 718.86 | Gross profit | 779.66 | Gross loss | -60.80 |
Profit factor | 12.82 | Expected payoff | 55.30 | | |
Absolute drawdown | 6.20 | Maximal drawdown | 252.90 (2.36%) | Relative drawdown | 2.36% (252.90) |
|
Total trades | 13 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) |
Largest | profit trade | 100.00 | loss trade | -30.20 |
Average | profit trade | 86.63 | loss trade | -15.20 |
Maximum | consecutive wins (profit in money) | 9 (779.66) | consecutive losses (loss in money) | 4 (-60.80) |
Maximal | consecutive profit (count of wins) | 779.66 (9) | consecutive loss (count of losses) | -60.80 (4) |
Average | consecutive wins | 9 | consecutive losses | 4 |