| Symbol | AUDJPY (Australian Dollar Vs Japanese Yen) |
| Period | 15 Minutes (M15) 2006.11.10 12:00 - 2008.10.03 22:45 (2006.10.04 - 2009.10.04) |
| 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=1450; _max_stoploss=340; _quick_be=270; _max_open_trades=100; _max_trades_this_pair=20; _draw_pb_shapes=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;
_manage_multi_trades=true;
_profit_cap=135; _loss_cap=110; cap_dollar_flex=45; |
|
| Bars in test | 46114 | Ticks modelled | 5337245 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 219696.15 | Gross profit | 351838.65 | Gross loss | -132142.49 |
| Profit factor | 2.66 | Expected payoff | 1187.55 | | |
| Absolute drawdown | 246.70 | Maximal drawdown | 36940.60 (18.43%) | Relative drawdown | 26.01% (7038.39) |
|
| Total trades | 185 | Short positions (won %) | 72 (51.39%) | Long positions (won %) | 113 (72.57%) |
| Profit trades (% of total) | 119 (64.32%) | Loss trades (% of total) | 66 (35.68%) |
| Largest | profit trade | 13355.24 | loss trade | -3626.07 |
| Average | profit trade | 2956.63 | loss trade | -2002.16 |
| Maximum | consecutive wins (profit in money) | 13 (38604.40) | consecutive losses (loss in money) | 5 (-8016.69) |
| Maximal | consecutive profit (count of wins) | 40570.01 (10) | consecutive loss (count of losses) | -10014.60 (4) |
| Average | consecutive wins | 3 | consecutive losses | 2 |