| Symbol | EURGBP (Euro vs Great Britain Pound) |
| 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=100; _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=0; 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;
|
|
| Bars in test | 53915 | Ticks modelled | 2259384 | Modelling quality | 90.00% |
| Mismatched charts errors | 9602 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 22260.28 | Gross profit | 55489.62 | Gross loss | -33229.34 |
| Profit factor | 1.67 | Expected payoff | 163.68 | | |
| Absolute drawdown | 1479.35 | Maximal drawdown | 3905.74 (21.81%) | Relative drawdown | 21.81% (3905.74) |
|
| Total trades | 136 | Short positions (won %) | 89 (66.29%) | Long positions (won %) | 47 (70.21%) |
| Profit trades (% of total) | 92 (67.65%) | Loss trades (% of total) | 44 (32.35%) |
| Largest | profit trade | 1826.61 | loss trade | -1406.19 |
| Average | profit trade | 603.15 | loss trade | -755.21 |
| Maximum | consecutive wins (profit in money) | 9 (7018.01) | consecutive losses (loss in money) | 4 (-3031.72) |
| Maximal | consecutive profit (count of wins) | 7018.01 (9) | consecutive loss (count of losses) | -3031.72 (4) |
| Average | consecutive wins | 4 | consecutive losses | 2 |