Symbol | EURUSD (Euro vs US Dollar) |
Period | 15 Minutes (M15) 2010.01.04 00:00 - 2010.12.31 18:45 (2010.01.04 - 2011.01.01) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | LotSize=0.1; NameofEA="Panmit"; ProfitTarget=0.5; StopLoss=0.2; |
|
Bars in test | 18623 | Ticks modelled | 8017675 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 3768.42 | Gross profit | 9263.16 | Gross loss | -5494.74 |
Profit factor | 1.69 | Expected payoff | 11.38 | | |
Absolute drawdown | 464.28 | Maximal drawdown | 675.12 (25.76%) | Relative drawdown | 29.76% (675.12) |
|
Total trades | 331 | Short positions (won %) | 149 (46.98%) | Long positions (won %) | 182 (39.01%) |
| Profit trades (% of total) | 141 (42.60%) | Loss trades (% of total) | 190 (57.40%) |
Largest | profit trade | 272.48 | loss trade | -89.80 |
Average | profit trade | 65.70 | loss trade | -28.92 |
Maximum | consecutive wins (profit in money) | 10 (957.78) | consecutive losses (loss in money) | 14 (-400.36) |
Maximal | consecutive profit (count of wins) | 957.78 (10) | consecutive loss (count of losses) | -400.36 (14) |
Average | consecutive wins | 3 | consecutive losses | 4 |