| Symbol | EURGBP (Euro vs Great Britain Pound) |
| Period | 15 Minutes (M15) 2004.04.01 00:00 - 2007.03.30 22:45 (2005.04.01 - 2007.04.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Group1="===Trading Variables==="; _server_time=1; _trades_allowed=true;
_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=false;
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 | 79513 | Ticks modelled | 4311895 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 26500.72 | Gross profit | 41885.72 | Gross loss | -15385.00 |
| Profit factor | 2.72 | Expected payoff | 169.88 | | |
| Absolute drawdown | 1843.03 | Maximal drawdown | 3050.82 (10.05%) | Relative drawdown | 20.64% (2121.09) |
|
| Total trades | 156 | Short positions (won %) | 77 (90.91%) | Long positions (won %) | 79 (68.35%) |
| Profit trades (% of total) | 124 (79.49%) | Loss trades (% of total) | 32 (20.51%) |
| Largest | profit trade | 1775.83 | loss trade | -2121.15 |
| Average | profit trade | 337.79 | loss trade | -480.78 |
| Maximum | consecutive wins (profit in money) | 13 (5052.87) | consecutive losses (loss in money) | 2 (-1398.42) |
| Maximal | consecutive profit (count of wins) | 5445.95 (12) | consecutive loss (count of losses) | -2121.15 (1) |
| Average | consecutive wins | 4 | consecutive losses | 1 |