| Symbol | EURCAD (Euro Vs Canadian Dollar) |
| Period | 15 Minutes (M15) 2005.02.24 00:00 - 2007.02.23 22:45 (2005.02.24 - 2007.02.24) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | _server_time=1; Value_At_Risk=5; _trades_allowed=true;
no_risk_balance=0; user_lot_size=1; _move_to_break_even=true;
_trailing_stop_available=true;
_move_to_mid_TP=true;
_compromise_TP=true;
_neg_TS_available=true;
_move_to_mid_SL=true;
account_risk_control=true;
enter_high_risk=false;
_max_open_trades=10; _close_at_the_end_of_day=false;
|
|
| Bars in test | 50257 | Ticks modelled | 3370750 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 13683.10 | Gross profit | 145167.96 | Gross loss | -131484.86 |
| Profit factor | 1.10 | Expected payoff | 46.70 | | |
| Absolute drawdown | 0.00 | Maximal drawdown | 16755.44 (41.68%) | Relative drawdown | 41.68% (16755.44) |
|
| Total trades | 293 | Short positions (won %) | 169 (62.72%) | Long positions (won %) | 124 (56.45%) |
| Profit trades (% of total) | 176 (60.07%) | Loss trades (% of total) | 117 (39.93%) |
| Largest | profit trade | 2185.56 | loss trade | -2030.35 |
| Average | profit trade | 824.82 | loss trade | -1123.80 |
| Maximum | consecutive wins (profit in money) | 7 (6717.06) | consecutive losses (loss in money) | 4 (-6049.90) |
| Maximal | consecutive profit (count of wins) | 8027.92 (5) | consecutive loss (count of losses) | -6049.90 (4) |
| Average | consecutive wins | 3 | consecutive losses | 2 |