Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2004.09.06 00:00 - 2006.09.04 00:00 (2004.09.04 - 2006.09.04) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.02; DecreaseFactor=3; PrefSettings=false;
MM=true;
AccountIsMicro=false;
TakeProfit=100; StopLoss=100; TrailingStop=80; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=180; SMA2Bars=80; Percent=0.07; EnvelopePeriod=2; OSMAFast=8; OSMASlow=39; OSMASignal=3; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=7; Fast_Price=1; Slow_Period=88; Slow_Price=1; DVBuySell=0.0011; DVStayOut=0.0079; |
|
Bars in test | 54920 | Ticks modelled | 2592226 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7616.14 | Gross profit | 20407.18 | Gross loss | -12791.04 |
Profit factor | 1.60 | Expected payoff | 48.82 | | |
Absolute drawdown | 0.32 | Maximal drawdown | 1183.45 (6.30%) | Relative drawdown | 7.55% (910.76) |
|
Total trades | 156 | Short positions (won %) | 76 (59.21%) | Long positions (won %) | 80 (67.50%) |
| Profit trades (% of total) | 99 (63.46%) | Loss trades (% of total) | 57 (36.54%) |
Largest | profit trade | 413.20 | loss trade | -397.80 |
Average | profit trade | 206.13 | loss trade | -224.40 |
Maximum | consecutive wins (profit in money) | 9 (2752.00) | consecutive losses (loss in money) | 7 (-1085.70) |
Maximal | consecutive profit (count of wins) | 2752.00 (9) | consecutive loss (count of losses) | -1085.70 (7) |
Average | consecutive wins | 3 | consecutive losses | 2 |