Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2011.01.05 00:00 - 2011.02.17 23:45 (2011.01.05 - 2011.02.18) |
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="2010"; MinCrossIchimokuPips=3; MaxCrossIchimokuPips=0; iMaxCross="0000"; FastSlowTrixCross="2020"; FastTrixDirection="0000"; SlowTrixDirection="2010"; FastTrixZeroLevel="0000"; TrixOverboughtOversold="0000"; TrixOverboughtLevel=0.00009; TrixOversoldLevel=-0.00009; MTFTrixDot1="0000"; MTFTrixDot2="0000"; MTFTrixDot3="0000"; MTFTrixDot4="0000"; MTFTrixDot5="0000"; MTFTrixDot6="0000"; MTFTrixDot7="0000"; MTFTrixDot8="0000"; MTFIchimokuDot1="211M30"; MTFIchimokuDot2="201H1"; MTFIchimokuDot3="0000"; MTFIchimokuDot4="0000"; ADXLevel=0; PrevCandleSameDirection=false;
EntryCandleMaxATR=0; EntryMinATR=0; SRDistance=0; DailyPivotDistance=0; PsychLevelDistance=10; 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=5; TradesPerSession=0; MagicNumber=605040; TradeComment="THV_v1.131"; HighLowSL=false;
BarsBack=0; MinimumSLPips=0; StopLoss=0; StopLossType=0; VisibleSL=0; TakeProfit1=0; TakeProfit1Type=0; TakeProfit2=0; TakeProfit2Type=0; TakeProfit3=0; TakeProfit3Type=0; TakeProfit4=0; TakeProfit4Type=0; VisibleTP=0; BreakEven=0; BreakEvenType=0; LockProfit=0; LockProfitType=0; TrailingStop=0; TrailingStopType=0; TrailingStart=0; TrailingStartType=0; TrailingStep=0; TrailingStepType=0; ADXMultiplier=0; Slippage=2; MaxSpread=0; CloseIfProfit=false;
Hedge=true;
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=0; NewsFilter=false;
MinutesBeforeNews=10; 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=5; ADX_3_Setting="----------------------------------------------------------------------"; ePeriod1=1; ePeriod2=5; ePeriod3=15; MA_Setting_Current_Period="----------------------------------------------------------------------"; MA1Period1=34; MA2Period1=21; |
|
Bars in test | 4049 | Ticks modelled | 2178739 | Modelling quality | n/a |
Mismatched charts errors | 453 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2208.47 | Gross profit | 2357.71 | Gross loss | -149.24 |
Profit factor | 15.80 | Expected payoff | 138.03 | | |
Absolute drawdown | 102.00 | Maximal drawdown | 569.74 (4.50%) | Relative drawdown | 4.50% (569.74) |
|
Total trades | 16 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) |
Largest | profit trade | 347.45 | loss trade | -43.53 |
Average | profit trade | 214.34 | loss trade | -29.85 |
Maximum | consecutive wins (profit in money) | 5 (1570.75) | consecutive losses (loss in money) | 3 (-75.70) |
Maximal | consecutive profit (count of wins) | 1570.75 (5) | consecutive loss (count of losses) | -75.70 (3) |
Average | consecutive wins | 4 | consecutive losses | 2 |