| Symbol | USDJPY (US Dollar vs Japanese Yen) |
| Period | 15 Minutes (M15) 2006.11.10 00:00 - 2008.11.07 22:45 (2006.11.10 - 2009.11.10) |
| 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=840; _max_stoploss=520; _quick_be=320; _max_open_trades=100; _max_trades_this_pair=20; _draw_pb_shapes=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=5; 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=70; _loss_cap=30; cap_dollar_flex=-25; EndLine="===End of User Variables==="; |
|
| Bars in test | 49736 | Ticks modelled | 4839456 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 37871.03 | Gross profit | 71808.55 | Gross loss | -33937.52 |
| Profit factor | 2.12 | Expected payoff | 254.17 | | |
| Absolute drawdown | 295.67 | Maximal drawdown | 5153.99 (12.99%) | Relative drawdown | 24.00% (3362.06) |
|
| Total trades | 149 | Short positions (won %) | 81 (77.78%) | Long positions (won %) | 68 (75.00%) |
| Profit trades (% of total) | 114 (76.51%) | Loss trades (% of total) | 35 (23.49%) |
| Largest | profit trade | 4307.03 | loss trade | -2400.92 |
| Average | profit trade | 629.90 | loss trade | -969.64 |
| Maximum | consecutive wins (profit in money) | 17 (12185.13) | consecutive losses (loss in money) | 3 (-2216.74) |
| Maximal | consecutive profit (count of wins) | 12185.13 (17) | consecutive loss (count of losses) | -4609.12 (2) |
| Average | consecutive wins | 4 | consecutive losses | 1 |