| Symbol | AUDUSD (Australian Dollar vs US Dollar ) |
| Period | 15 Minutes (M15) 2006.02.13 00:00 - 2008.02.11 23:45 (2006.02.12 - 2008.02.12) |
| 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=850; _max_stoploss=150; _quick_be=50; _max_open_trades=200; _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 | 50088 | Ticks modelled | 2503421 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 69671.10 | Gross profit | 155995.90 | Gross loss | -86324.80 |
| Profit factor | 1.81 | Expected payoff | 205.52 | | |
| Absolute drawdown | 420.50 | Maximal drawdown | 15131.20 (38.04%) | Relative drawdown | 38.04% (15131.20) |
|
| Total trades | 339 | Short positions (won %) | 160 (33.13%) | Long positions (won %) | 179 (86.59%) |
| Profit trades (% of total) | 208 (61.36%) | Loss trades (% of total) | 131 (38.64%) |
| Largest | profit trade | 5773.20 | loss trade | -1686.00 |
| Average | profit trade | 749.98 | loss trade | -658.97 |
| Maximum | consecutive wins (profit in money) | 10 (5171.10) | consecutive losses (loss in money) | 10 (-7362.00) |
| Maximal | consecutive profit (count of wins) | 13616.70 (8) | consecutive loss (count of losses) | -7362.00 (10) |
| Average | consecutive wins | 3 | consecutive losses | 2 |