| 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=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=true;
|
|
| Bars in test | 54143 | Ticks modelled | 3079510 | Modelling quality | 90.00% |
| Mismatched charts errors | 4748 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 15423.44 | Gross profit | 37381.88 | Gross loss | -21958.44 |
| Profit factor | 1.70 | Expected payoff | 64.26 | | |
| Absolute drawdown | 498.29 | Maximal drawdown | 4043.25 (16.41%) | Relative drawdown | 22.98% (2987.95) |
|
| 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 | 424.13 | loss trade | -1384.92 |
| Average | profit trade | 185.06 | loss trade | -577.85 |
| Maximum | consecutive wins (profit in money) | 21 (2405.24) | consecutive losses (loss in money) | 3 (-1223.40) |
| Maximal | consecutive profit (count of wins) | 4338.88 (16) | consecutive loss (count of losses) | -2363.72 (2) |
| Average | consecutive wins | 7 | consecutive losses | 1 |