Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.02.20 00:00 - 2006.08.18 00:00 (2006.02.18 - 2006.08.18) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; iOSMABAR=0.0001; MyMAPeriod=45; MyDistance=0.005; Percent=0.05; TakeProfit=110; StopLoss=80; TrailingStop=60; OSMAFast=20; OSMASlow=10; OSMASignal=4; MM=false;
RoundupLots=false;
AccountIsMicro=false;
EnvelopePeriod=14; Risk=5; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; |
|
Bars in test | 53876 | Ticks modelled | 712025 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13908.90 | Gross profit | 37341.10 | Gross loss | -23432.20 |
Profit factor | 1.59 | Expected payoff | 167.58 | | |
Absolute drawdown | 1597.70 | Maximal drawdown | 6171.50 (27.18%) | Relative drawdown | 27.18% (6171.50) |
|
Total trades | 83 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 63 (61.90%) |
| Profit trades (% of total) | 54 (65.06%) | Loss trades (% of total) | 29 (34.94%) |
Largest | profit trade | 1111.00 | loss trade | -835.50 |
Average | profit trade | 691.50 | loss trade | -808.01 |
Maximum | consecutive wins (profit in money) | 9 (6024.48) | consecutive losses (loss in money) | 4 (-3196.10) |
Maximal | consecutive profit (count of wins) | 6024.48 (9) | consecutive loss (count of losses) | -3196.10 (4) |
Average | consecutive wins | 3 | consecutive losses | 2 |