| Symbol | USDJPY (US Dollar vs Japanese Yen) |
| 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 | 50473 | Ticks modelled | 3467382 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 64516.33 | Gross profit | 178369.85 | Gross loss | -113853.53 |
| Profit factor | 1.57 | Expected payoff | 235.46 | | |
| Absolute drawdown | 0.00 | Maximal drawdown | 15261.58 (33.63%) | Relative drawdown | 33.63% (15261.58) |
|
| Total trades | 274 | Short positions (won %) | 107 (51.40%) | Long positions (won %) | 167 (79.04%) |
| Profit trades (% of total) | 187 (68.25%) | Loss trades (% of total) | 87 (31.75%) |
| Largest | profit trade | 4158.78 | loss trade | -3782.36 |
| Average | profit trade | 953.85 | loss trade | -1308.66 |
| Maximum | consecutive wins (profit in money) | 18 (5787.10) | consecutive losses (loss in money) | 4 (-6349.09) |
| Maximal | consecutive profit (count of wins) | 12093.88 (8) | consecutive loss (count of losses) | -6349.09 (4) |
| Average | consecutive wins | 3 | consecutive losses | 1 |