Symbol | EURUSD (Euro vs US Dollar) |
Period | 1 Minute (M1) 2011.01.17 00:00 - 2011.01.21 22:59 (2011.01.17 - 2011.01.22) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | Entry_and_exit_conditions="----------------------------------------------------------------------"; PriceCrossMA="0000"; MinCrossMAPips=0; MaxCrossMAPips=0; PriceCrossIchimoku="0000"; MinCrossIchimokuPips=0; MaxCrossIchimokuPips=0; iMaxCross="0000"; FastSlowTrixCross="0000"; FastTrixDirection="1000"; SlowTrixDirection="0000"; FastTrixZeroLevel="0000"; TrixOverboughtOversold="0000"; TrixOverboughtLevel=0.00009; TrixOversoldLevel=-0.00009; MTFTrixDot1="200M5"; MTFTrixDot2="200M15"; MTFTrixDot3="200M30"; MTFTrixDot4="200H1"; MTFTrixDot5="0000"; MTFTrixDot6="0000"; MTFTrixDot7="0000"; MTFTrixDot8="0000"; MTFIchimokuDot1="0000"; MTFIchimokuDot2="0000"; MTFIchimokuDot3="0000"; MTFIchimokuDot4="0000"; ADXLevel=0; PrevCandleSameDirection=false;
EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=0; PriceTouchSRLevel=0; MidPivots=false;
PriceTouchDailyPivot=false;
DailyPivotTouchPips=0; PriceTouchPsychLevel=0; MinLevelDistance=0; MinCloseDistance=0; IndicatorsExitPriority=0; LevelsExitPriority=0; TrailingStopDisablesExits=false;
OppositeSignalExit=false;
ReverseSignal=false;
Filters="----------------------------------------------------------------------"; Damiani_Volatmeter=false;
ADX_3=false;
MA_Trend=false;
Patterns="----------------------------------------------------------------------"; PinBar=0; EngulfingBar=0; DoubleTopBottom=0; InsideBar=0; TrendlineBreak=0; PreviousBars=0; Order_settings="----------------------------------------------------------------------"; MaxOrders=2; TradesPerSession=0; MagicNumber=605040; TradeComment="MTF TRIX"; HighLowSL=false;
BarsBack=0; MinimumSLPips=0; StopLoss=0; StopLossType=0; VisibleSL=15; TakeProfit1=0; TakeProfit1Type=0; TakeProfit2=0; TakeProfit2Type=0; TakeProfit3=0; TakeProfit3Type=0; TakeProfit4=0; TakeProfit4Type=0; VisibleTP=40; BreakEven=0; BreakEvenType=0; LockProfit=0; LockProfitType=0; TrailingStop=5.5; TrailingStopType=0; TrailingStart=23.5; TrailingStartType=0; TrailingStep=0; TrailingStepType=0; ADXMultiplier=0; Slippage=2; MaxSpread=0; CloseIfProfit=false;
Hedge=false;
MinOrdersDistance=0; NewHighLow=0; CandleTimeFrame="0"; ScreenShots=true;
Alerts=0; AlertSound="alert.wav"; LongColour=MediumSeaGreen; ShortColour=IndianRed; Trading_hours_settings="----------------------------------------------------------------------"; AutoGMTOffset=true;
ManualGMTOffset=1; DSTOffset=true;
TradingSession1="00002400"; TradingSession2="00000000"; TradingSession3="00000000"; MondayOpenHour=""; FridayCloseHour=""; DailyCloseHour=""; DailyCloseTrades=3; NewsFilter=false;
MinutesBeforeNews=30; MinutesAfterNews=10; Money_management_settings="----------------------------------------------------------------------"; Lots=0.1; PartialClose1=100; PartialClose2=0; PartialClose3=0; BreakEvenPartialClose=0; StartTrailingPartialClose=0; IndicatorTotalClose=false;
MoneyManagement=false;
LeveragePercent=0; LotPercent=0; StartProgression=0; MaxProgression=0; CloseAllProfit=0; CloseAllLoss=0; CloseOneDirection=false;
ATR_settings="----------------------------------------------------------------------"; ATRPeriod=20; ADX_settings="----------------------------------------------------------------------"; ADXPeriod=14; Trix_settings="----------------------------------------------------------------------"; Trix_A_t3_period=20; Trix_B_t3_period_ac=35; Trix_hot=1.2; MTF_TrixHisto_settings="----------------------------------------------------------------------"; MTF_A_t3_period=20; MTF_B_t3_period_ac=35; MTF_hot=1.2; ePeriod1Type=1; ePeriod2Type=1; ePeriod3Type=1; ePeriod4Type=1; ePeriod5Type=1; ePeriod6Type=1; ePeriod7Type=1; ePeriod8Type=1; Damiani_settings="----------------------------------------------------------------------"; Vis_atr=13; Vis_std=20; Sed_atr=40; Sed_std=100; Threshold_level=1.4; DVePeriod=0; ADX_3_Setting="----------------------------------------------------------------------"; ePeriod1=0; ePeriod2=0; ePeriod3=0; MA_Setting_Current_Period="----------------------------------------------------------------------"; MA1Period1=13; |
|
Bars in test | 8140 | Ticks modelled | 346649 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 201.50 | Gross profit | 326.60 | Gross loss | -125.10 |
Profit factor | 2.61 | Expected payoff | 9.16 | | |
Absolute drawdown | 8.80 | Maximal drawdown | 58.20 (0.57%) | Relative drawdown | 0.57% (58.20) |
|
Total trades | 22 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 13 (59.09%) | Loss trades (% of total) | 9 (40.91%) |
Largest | profit trade | 40.00 | loss trade | -15.00 |
Average | profit trade | 25.12 | loss trade | -13.90 |
Maximum | consecutive wins (profit in money) | 6 (165.90) | consecutive losses (loss in money) | 3 (-45.00) |
Maximal | consecutive profit (count of wins) | 165.90 (6) | consecutive loss (count of losses) | -45.00 (3) |
Average | consecutive wins | 3 | consecutive losses | 2 |