| Symbol | EURUSD (Euro vs US 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=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;
|
|
| Bars in test | 50541 | Ticks modelled | 3667377 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 10351.60 | Gross profit | 22148.80 | Gross loss | -11797.20 |
| Profit factor | 1.88 | Expected payoff | 41.91 | | |
| Absolute drawdown | 329.00 | Maximal drawdown | 3276.85 (13.90%) | Relative drawdown | 13.90% (3276.85) |
|
| Total trades | 247 | Short positions (won %) | 122 (61.48%) | Long positions (won %) | 125 (58.40%) |
| Profit trades (% of total) | 148 (59.92%) | Loss trades (% of total) | 99 (40.08%) |
| Largest | profit trade | 338.00 | loss trade | -1185.75 |
| Average | profit trade | 149.65 | loss trade | -119.16 |
| Maximum | consecutive wins (profit in money) | 10 (1965.00) | consecutive losses (loss in money) | 5 (-128.00) |
| Maximal | consecutive profit (count of wins) | 1965.00 (10) | consecutive loss (count of losses) | -1205.60 (2) |
| Average | consecutive wins | 3 | consecutive losses | 2 |