| Symbol | AUDJPY (Australian Dollar Vs Japanese Yen) |
| Period | 15 Minutes (M15) 2006.05.22 00:00 - 2008.05.19 23:45 (2006.05.20 - 2008.05.20) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Group1="===Trading Variables==="; _server_time=1; _short_trades=true;
_long_trades=true;
_max_takeprofit=1350; _max_stoploss=540; _quick_be=220; _max_open_trades=20; _close_at_the_end_of_day=false;
_draw_pb_box=true;
_draw_stripes=true;
_draw_arrows=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=0; user_lot_size=1; no_risk_balance=0; account_risk_control=true;
enter_high_risk=true;
above_max_lots_ok=true;
bypass_margin_call=true;
Group3="===Money Management Variables==="; _move_to_break_even=true;
_trailing_stop_available=true;
_move_to_mid_TP=true;
_compromise_TP=true;
_neg_TS_available=false;
_move_to_mid_SL=false;
|
|
| Bars in test | 45898 | Ticks modelled | 4508973 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 98947.27 | Gross profit | 199985.74 | Gross loss | -101038.47 |
| Profit factor | 1.98 | Expected payoff | 543.67 | | |
| Absolute drawdown | 1559.12 | Maximal drawdown | 22328.97 (24.05%) | Relative drawdown | 29.56% (4274.95) |
|
| Total trades | 182 | Short positions (won %) | 102 (35.29%) | Long positions (won %) | 80 (78.75%) |
| Profit trades (% of total) | 99 (54.40%) | Loss trades (% of total) | 83 (45.60%) |
| Largest | profit trade | 13005.97 | loss trade | -4373.38 |
| Average | profit trade | 2020.06 | loss trade | -1217.33 |
| Maximum | consecutive wins (profit in money) | 9 (33665.12) | consecutive losses (loss in money) | 4 (-6432.98) |
| Maximal | consecutive profit (count of wins) | 33665.12 (9) | consecutive loss (count of losses) | -9220.70 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |