Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.02.20 00:00 - 2006.08.18 00:00 (2006.06.18 - 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 | 6164.31 | Gross profit | 11818.81 | Gross loss | -5654.50 |
Profit factor | 2.09 | Expected payoff | 228.31 | | |
Absolute drawdown | 1192.60 | Maximal drawdown | 1642.60 (11.31%) | Relative drawdown | 11.93% (1192.60) |
|
Total trades | 27 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 20 (74.07%) | Loss trades (% of total) | 7 (25.93%) |
Largest | profit trade | 1111.00 | loss trade | -835.50 |
Average | profit trade | 590.94 | loss trade | -807.79 |
Maximum | consecutive wins (profit in money) | 6 (2884.90) | consecutive losses (loss in money) | 2 (-1642.60) |
Maximal | consecutive profit (count of wins) | 5440.00 (5) | consecutive loss (count of losses) | -1642.60 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |