Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2005.02.01 19:30 - 2005.08.05 23:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Bars in test | 12775 | Ticks modelled | 529661 | Modelling quality | 44.70% |
|
Initial deposit | 10000.00 | | | | |
Gross profit | 260.90 | Gross loss | -232.10 | Total net profit | 28.80 |
Profit factor | 1.12 | Expected payoff | 1.25 | | |
Absolute drawdown | 115.65 | Maximal drawdown (%) | 115.65 (1.2%) | | |
|
Total trades | 23 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 11 (9.09%) |
| Profit trades (% of total) | 7 (30.43%) | Loss trades (% of total) | 16 (69.57%) |
Largest | profit trade | 108.00 | loss trade | -16.05 |
Average | profit trade | 37.27 | loss trade | -14.51 |
Maximum | consecutive wins (profit in money) | 2 (171.00) | consecutive losses (loss in money) | 8 (-112.10) |
Maximal | consecutive profit (count of wins) | 171.00 (2) | consecutive loss (count of losses) | -112.10 (8) |
Average | consecutive wins | 1 | consecutive losses | 3 |