| Symbol | AUDUSD (Australian Dollar vs US Dollar ) |
| Period | 15 Minutes (M15) 2005.10.02 23:00 - 2007.09.30 23:45 (2005.10.01 - 2007.10.01) |
| 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=100; _max_stoploss=200; _quick_be=50; _max_open_trades=10; _close_at_the_end_of_day=false;
_draw_pb_box=true;
_draw_stripes=true;
_draw_arrows=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=true;
_move_to_mid_SL=true;
|
|
| Bars in test | 54309 | Ticks modelled | 2367272 | Modelling quality | 90.00% |
| Mismatched charts errors | 29605 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 12196.92 | Gross profit | 24216.66 | Gross loss | -12019.74 |
| Profit factor | 2.01 | Expected payoff | 96.04 | | |
| Absolute drawdown | 258.72 | Maximal drawdown | 3655.50 (17.36%) | Relative drawdown | 17.36% (3655.50) |
|
| Total trades | 127 | Short positions (won %) | 68 (75.00%) | Long positions (won %) | 59 (88.14%) |
| Profit trades (% of total) | 103 (81.10%) | Loss trades (% of total) | 24 (18.90%) |
| Largest | profit trade | 966.70 | loss trade | -1049.76 |
| Average | profit trade | 235.11 | loss trade | -500.82 |
| Maximum | consecutive wins (profit in money) | 11 (2375.21) | consecutive losses (loss in money) | 4 (-3155.78) |
| Maximal | consecutive profit (count of wins) | 2782.36 (6) | consecutive loss (count of losses) | -3155.78 (4) |
| Average | consecutive wins | 5 | consecutive losses | 1 |