| Symbol | EURJPY (Euro vs Japanese Yen) |
| Period | 15 Minutes (M15) 2005.02.28 00:00 - 2007.02.28 00:00 (2005.02.28 - 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=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=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 | 4114.09 | Gross profit | 17158.94 | Gross loss | -13044.85 |
| Profit factor | 1.32 | Expected payoff | 24.06 | | |
| Absolute drawdown | 1083.53 | Maximal drawdown | 3141.33 (26.05%) | Relative drawdown | 26.05% (3141.33) |
|
| Total trades | 171 | Short positions (won %) | 91 (61.54%) | Long positions (won %) | 80 (92.50%) |
| Profit trades (% of total) | 130 (76.02%) | Loss trades (% of total) | 41 (23.98%) |
| Largest | profit trade | 445.72 | loss trade | -703.28 |
| Average | profit trade | 131.99 | loss trade | -318.17 |
| Maximum | consecutive wins (profit in money) | 15 (957.97) | consecutive losses (loss in money) | 5 (-1239.03) |
| Maximal | consecutive profit (count of wins) | 1881.68 (9) | consecutive loss (count of losses) | -1642.16 (3) |
| Average | consecutive wins | 5 | consecutive losses | 2 |