| Symbol | EURJPY (Euro vs Japanese Yen) |
| Period | 15 Minutes (M15) 2006.05.01 00:00 - 2006.08.01 00:00 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Lots=0.1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false;
MM=true;
AccountIsMicro=false;
TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=18; SMA2Bars=2; Percent=0.017; EnvelopePeriod=6; OSMAFast=9; OSMASlow=40; OSMASignal=5; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=30; Fast_Price=1; Slow_Period=16; Slow_Price=1; DVBuySell=0.0049; DVStayOut=0.026; |
|
| Bars in test | 31437 | Ticks modelled | 598958 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 2189.66 | Gross profit | 25365.81 | Gross loss | -23176.15 |
| Profit factor | 1.09 | Expected payoff | 9.91 | | |
| Absolute drawdown | 1810.54 | Maximal drawdown | 3204.94 (28.13%) | Relative drawdown | 28.13% (3204.94) |
|
| Total trades | 221 | Short positions (won %) | 124 (66.13%) | Long positions (won %) | 97 (72.16%) |
| Profit trades (% of total) | 152 (68.78%) | Loss trades (% of total) | 69 (31.22%) |
| Largest | profit trade | 222.94 | loss trade | -450.80 |
| Average | profit trade | 166.88 | loss trade | -335.89 |
| Maximum | consecutive wins (profit in money) | 13 (2197.76) | consecutive losses (loss in money) | 5 (-1102.56) |
| Maximal | consecutive profit (count of wins) | 2197.76 (13) | consecutive loss (count of losses) | -1102.56 (5) |
| Average | consecutive wins | 3 | consecutive losses | 1 |