| Symbol | EURUSD (Euro vs US Dollar) |
| Period | 15 Minutes (M15) 2005.02.21 18:00 - 2006.02.16 12:00 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Lots=1; Periods=20; Deviations=2; TakeProfit=250; TrailingStop=30; |
|
| Bars in test | 23672 | Ticks modelled | 688348 | Modelling quality | 78.68% |
|
| Initial deposit | 50000.00 | | | | |
| Total net profit | 11020.00 | Gross profit | 12620.00 | Gross loss | -1600.00 |
| Profit factor | 7.89 | Expected payoff | 918.33 | | |
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 1510.00 (2.4%) | | |
|
| Total trades | 12 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 6 (16.67%) |
| Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) |
| Largest | profit trade | 2500.00 | loss trade | -1510.00 |
| Average | profit trade | 2103.33 | loss trade | -266.67 |
| Maximum | consecutive wins (profit in money) | 3 (7500.00) | consecutive losses (loss in money) | 2 (-50.00) |
| Maximal | consecutive profit (count of wins) | 7500.00 (3) | consecutive loss (count of losses) | -1510.00 (1) |
| Average | consecutive wins | 2 | consecutive losses | 2 |