Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.06.12 00:00 - 2006.07.14 00:00 (2006.06.12 - 2006.07.14) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_Length=10; MA_Timeframe=15; Lots=0.1; MM=true;
RoundupLots=true;
AccountIsMicro=false;
SafePipsMinutes=240; SafePipsDistance=60; Percent=0.05; SafeArea=40; Risk=5; TakeProfit=18; StopLoss=42; TrailingStop=0; UseCloseSignal=false;
TradeFrom1=8; TradeUntil1=12; TradeFrom2=13; TradeUntil2=15; TradeFrom3=16; TradeUntil3=18; TradeFrom4=19; TradeUntil4=22; WantToGamble=true;
GambleFrom=16; GambleUntil=17; GambleFactor=2; UseSurf=false;
UseDivergence=false;
Fast_Period=23; Slow_Period=84; DVBuySell=0.0011; DVStayOut=0.0079; |
|
Bars in test | 16813 | Ticks modelled | 281736 | Modelling quality | 76.84% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2102.55 | Gross profit | 3981.55 | Gross loss | -1879.00 |
Profit factor | 2.12 | Expected payoff | 43.80 | | |
Absolute drawdown | 210.00 | Maximal drawdown | 409.00 (3.46%) | Relative drawdown | 3.46% (409.00) |
|
Total trades | 48 | Short positions (won %) | 28 (85.71%) | Long positions (won %) | 20 (75.00%) |
| Profit trades (% of total) | 39 (81.25%) | Loss trades (% of total) | 9 (18.75%) |
Largest | profit trade | 191.00 | loss trade | -210.00 |
Average | profit trade | 102.09 | loss trade | -208.78 |
Maximum | consecutive wins (profit in money) | 11 (1161.30) | consecutive losses (loss in money) | 2 (-409.00) |
Maximal | consecutive profit (count of wins) | 1161.30 (11) | consecutive loss (count of losses) | -409.00 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |