| Symbol | NZDUSD (New Zealand Dollar Vs US Dollar) |
| Period | 15 Minutes (M15) 2006.11.21 03:00 - 2008.10.24 22:45 (2006.10.25 - 2008.10.25) |
| 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=650; _max_stoploss=480; _quick_be=200; _max_open_trades=100; _max_trades_this_pair=20; _draw_pb_shapes=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=19; 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=90; _loss_cap=40; cap_dollar_flex=-10; EndLine="===End of User Variables==="; |
|
| Bars in test | 48361 | Ticks modelled | 2229913 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 224601.38 | Gross profit | 967480.03 | Gross loss | -742878.65 |
| Profit factor | 1.30 | Expected payoff | 1025.58 | | |
| Absolute drawdown | 4459.25 | Maximal drawdown | 105416.58 (58.74%) | Relative drawdown | 63.76% (19162.99) |
|
| Total trades | 219 | Short positions (won %) | 104 (64.42%) | Long positions (won %) | 115 (66.96%) |
| Profit trades (% of total) | 144 (65.75%) | Loss trades (% of total) | 75 (34.25%) |
| Largest | profit trade | 37371.65 | loss trade | -29947.20 |
| Average | profit trade | 6718.61 | loss trade | -9905.05 |
| Maximum | consecutive wins (profit in money) | 10 (18154.67) | consecutive losses (loss in money) | 7 (-12473.08) |
| Maximal | consecutive profit (count of wins) | 160272.07 (7) | consecutive loss (count of losses) | -80745.64 (6) |
| Average | consecutive wins | 3 | consecutive losses | 2 |