| 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=22.95; user_lot_size=1; no_risk_balance=0; account_risk_control=false;
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 | 3485919.18 | Gross profit | 14085259.15 | Gross loss | -10599339.97 |
| Profit factor | 1.33 | Expected payoff | 10468.23 | | |
| Absolute drawdown | 1079.25 | Maximal drawdown | 2215413.97 (88.84%) | Relative drawdown | 91.57% (229567.09) |
|
| Total trades | 333 | Short positions (won %) | 155 (33.55%) | Long positions (won %) | 178 (86.52%) |
| Profit trades (% of total) | 206 (61.86%) | Loss trades (% of total) | 127 (38.14%) |
| Largest | profit trade | 983525.76 | loss trade | -724493.55 |
| Average | profit trade | 68375.04 | loss trade | -83459.37 |
| Maximum | consecutive wins (profit in money) | 10 (97510.69) | consecutive losses (loss in money) | 8 (-167832.99) |
| Maximal | consecutive profit (count of wins) | 1997094.88 (3) | consecutive loss (count of losses) | -1425418.17 (2) |
| Average | consecutive wins | 3 | consecutive losses | 2 |