| Symbol | EURJPY (Euro vs Japanese Yen) |
| Period | 15 Minutes (M15) 2005.02.28 00:00 - 2007.02.28 00:00 (2005.08.28 - 2007.02.28) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | _server_time=1; Value_At_Risk=0; _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=false;
_move_to_mid_SL=false;
account_risk_control=true;
enter_high_risk=false;
_max_open_trades=10; _close_at_the_end_of_day=false;
_draw_pb_box=true;
|
|
| Bars in test | 50747 | Ticks modelled | 5249207 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 7703.42 | Gross profit | 34363.85 | Gross loss | -26660.43 |
| Profit factor | 1.29 | Expected payoff | 60.66 | | |
| Absolute drawdown | 4901.68 | Maximal drawdown | 9248.58 (64.46%) | Relative drawdown | 64.46% (9248.58) |
|
| Total trades | 127 | Short positions (won %) | 66 (57.58%) | Long positions (won %) | 61 (93.44%) |
| Profit trades (% of total) | 95 (74.80%) | Loss trades (% of total) | 32 (25.20%) |
| Largest | profit trade | 1691.27 | loss trade | -3493.44 |
| Average | profit trade | 361.72 | loss trade | -833.14 |
| Maximum | consecutive wins (profit in money) | 15 (2802.16) | consecutive losses (loss in money) | 5 (-3179.63) |
| Maximal | consecutive profit (count of wins) | 5448.81 (9) | consecutive loss (count of losses) | -3536.01 (2) |
| Average | consecutive wins | 5 | consecutive losses | 2 |