| Symbol | EURJPY (Euro vs Japanese Yen) |
| Period | 15 Minutes (M15) 2006.05.01 00:00 - 2008.04.30 23:45 (2006.05.01 - 2008.05.01) |
| 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=550; _max_stoploss=430; _quick_be=150; _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 | 50320 | Ticks modelled | 5564280 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 110606.46 | Gross profit | 179597.15 | Gross loss | -68990.69 |
| Profit factor | 2.60 | Expected payoff | 325.31 | | |
| Absolute drawdown | 3947.43 | Maximal drawdown | 10642.68 (17.20%) | Relative drawdown | 44.84% (4919.28) |
|
| Total trades | 340 | Short positions (won %) | 119 (63.87%) | Long positions (won %) | 221 (93.21%) |
| Profit trades (% of total) | 282 (82.94%) | Loss trades (% of total) | 58 (17.06%) |
| Largest | profit trade | 5040.67 | loss trade | -4433.80 |
| Average | profit trade | 636.87 | loss trade | -1189.49 |
| Maximum | consecutive wins (profit in money) | 26 (13057.67) | consecutive losses (loss in money) | 4 (-6061.70) |
| Maximal | consecutive profit (count of wins) | 16670.09 (22) | consecutive loss (count of losses) | -6107.46 (2) |
| Average | consecutive wins | 6 | consecutive losses | 1 |