| Symbol | NZDUSD (New Zealand Dollar Vs US Dollar) |
| 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=600; _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=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=false;
_neg_TS_available=false;
_move_to_mid_SL=false;
|
|
| Bars in test | 50905 | Ticks modelled | 2501094 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 30145.90 | Gross profit | 69403.16 | Gross loss | -39257.26 |
| Profit factor | 1.77 | Expected payoff | 134.58 | | |
| Absolute drawdown | 483.08 | Maximal drawdown | 7510.40 (25.21%) | Relative drawdown | 25.21% (7510.40) |
|
| Total trades | 224 | Short positions (won %) | 101 (62.38%) | Long positions (won %) | 123 (83.74%) |
| Profit trades (% of total) | 166 (74.11%) | Loss trades (% of total) | 58 (25.89%) |
| Largest | profit trade | 1844.32 | loss trade | -2012.40 |
| Average | profit trade | 418.09 | loss trade | -676.85 |
| Maximum | consecutive wins (profit in money) | 11 (5406.54) | consecutive losses (loss in money) | 3 (-1569.60) |
| Maximal | consecutive profit (count of wins) | 9865.00 (7) | consecutive loss (count of losses) | -3185.60 (2) |
| Average | consecutive wins | 4 | consecutive losses | 1 |