| 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=15.4; 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;
_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 | 8483083.18 | Gross profit | 22410926.93 | Gross loss | -13927843.75 |
| Profit factor | 1.61 | Expected payoff | 45854.50 | | |
| Absolute drawdown | 370.06 | Maximal drawdown | 13170500.85 (60.90%) | Relative drawdown | 88.02% (304978.48) |
|
| Total trades | 185 | Short positions (won %) | 72 (51.39%) | Long positions (won %) | 113 (74.34%) |
| Profit trades (% of total) | 121 (65.41%) | Loss trades (% of total) | 64 (34.59%) |
| Largest | profit trade | 2444156.47 | loss trade | -2758197.57 |
| Average | profit trade | 185214.27 | loss trade | -217622.56 |
| Maximum | consecutive wins (profit in money) | 12 (13379313.13) | consecutive losses (loss in money) | 5 (-5085215.05) |
| Maximal | consecutive profit (count of wins) | 13379313.13 (12) | consecutive loss (count of losses) | -5085215.05 (5) |
| Average | consecutive wins | 3 | consecutive losses | 2 |