| Symbol | AUDUSD (Australian Dollar vs US Dollar ) |
| Period | 15 Minutes (M15) 2006.10.18 00:00 - 2008.10.17 22:45 (2006.10.18 - 2008.10.18) |
| 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=700; _max_stoploss=650; _quick_be=400; _max_open_trades=100; _max_trades_this_pair=20; _draw_pb_shapes=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=36; 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=25; _loss_cap=15; cap_dollar_flex=-5; EndLine="===End of User Variables==="; |
|
| Bars in test | 49967 | Ticks modelled | 2845573 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 485922.34 | Gross profit | 741849.56 | Gross loss | -255927.22 |
| Profit factor | 2.90 | Expected payoff | 3328.24 | | |
| Absolute drawdown | 4511.42 | Maximal drawdown | 169067.96 (27.12%) | Relative drawdown | 75.36% (16790.24) |
|
| Total trades | 146 | Short positions (won %) | 97 (56.70%) | Long positions (won %) | 49 (65.31%) |
| Profit trades (% of total) | 87 (59.59%) | Loss trades (% of total) | 59 (40.41%) |
| Largest | profit trade | 117876.08 | loss trade | -88283.00 |
| Average | profit trade | 8527.01 | loss trade | -4337.75 |
| Maximum | consecutive wins (profit in money) | 14 (37531.68) | consecutive losses (loss in money) | 6 (-13861.84) |
| Maximal | consecutive profit (count of wins) | 395483.64 (7) | consecutive loss (count of losses) | -90341.96 (2) |
| Average | consecutive wins | 3 | consecutive losses | 2 |