| Symbol | EURUSD (Euro 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=300; _max_stoploss=600; _quick_be=150; _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=true;
|
|
| Bars in test | 54143 | Ticks modelled | 3079510 | Modelling quality | 90.00% |
| Mismatched charts errors | 4748 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 53249.30 | Gross profit | 114366.70 | Gross loss | -61117.40 |
| Profit factor | 1.87 | Expected payoff | 221.87 | | |
| Absolute drawdown | 2698.80 | Maximal drawdown | 11195.70 (52.08%) | Relative drawdown | 52.08% (11195.70) |
|
| Total trades | 240 | Short positions (won %) | 118 (80.51%) | Long positions (won %) | 122 (87.70%) |
| Profit trades (% of total) | 202 (84.17%) | Loss trades (% of total) | 38 (15.83%) |
| Largest | profit trade | 1919.50 | loss trade | -4527.40 |
| Average | profit trade | 566.17 | loss trade | -1608.35 |
| Maximum | consecutive wins (profit in money) | 21 (16188.90) | consecutive losses (loss in money) | 3 (-4227.60) |
| Maximal | consecutive profit (count of wins) | 16188.90 (21) | consecutive loss (count of losses) | -6084.60 (2) |
| Average | consecutive wins | 7 | consecutive losses | 1 |