Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2006.02.20 00:00 - 2006.08.18 00:00 (2006.07.18 - 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 | 3182.71 | Gross profit | 4780.41 | Gross loss | -1597.70 |
Profit factor | 2.99 | Expected payoff | 227.34 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1212.19 (9.48%) | Relative drawdown | 9.48% (1212.19) |
|
Total trades | 14 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) |
Largest | profit trade | 1100.00 | loss trade | -814.20 |
Average | profit trade | 398.37 | loss trade | -798.85 |
Maximum | consecutive wins (profit in money) | 5 (2786.80) | consecutive losses (loss in money) | 1 (-814.20) |
Maximal | consecutive profit (count of wins) | 2786.80 (5) | consecutive loss (count of losses) | -814.20 (1) |
Average | consecutive wins | 4 | consecutive losses | 1 |