| Symbol | EURJPY (Euro vs Japanese Yen) |
| Period | 15 Minutes (M15) 2005.10.03 00:00 - 2007.09.28 22:45 (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=500; _max_stoploss=400; _quick_be=100; _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 | 54440 | Ticks modelled | 4899791 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 45797.73 | Gross profit | 77320.34 | Gross loss | -31522.60 |
| Profit factor | 2.45 | Expected payoff | 172.17 | | |
| Absolute drawdown | 629.39 | Maximal drawdown | 7402.79 (26.22%) | Relative drawdown | 32.58% (4619.54) |
|
| Total trades | 266 | Short positions (won %) | 112 (46.43%) | Long positions (won %) | 154 (94.81%) |
| Profit trades (% of total) | 198 (74.44%) | Loss trades (% of total) | 68 (25.56%) |
| Largest | profit trade | 2200.15 | loss trade | -3198.33 |
| Average | profit trade | 390.51 | loss trade | -463.57 |
| Maximum | consecutive wins (profit in money) | 14 (2510.16) | consecutive losses (loss in money) | 4 (-148.60) |
| Maximal | consecutive profit (count of wins) | 5354.68 (11) | consecutive loss (count of losses) | -3198.33 (1) |
| Average | consecutive wins | 4 | consecutive losses | 1 |