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| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 2014.01.02 09:00 - 2015.03.31 23:45 (2014.01.01 - 2015.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | SetName="EURUSD b10"; xx0="--- Money Management:"; LotSize=0; Risk=5; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=4; RiskMax=20; CountMin=10; CountMax=30; RiskDivider=1; xx2="--- Settings: "; MaxSpread=1.5; UserTPpips=0; SLpips=30; HourForcedExitGMT=0; EndOfMonthDays=0; GMTOffset=2; xx2a="--- ATR filter: "; ATRfilter=true; ATRXHour=3; ATRXPips=22; xx5="--- Logic: "; Logic1=298321163; Logic2=190; Logic3=0; Logic4=923232627; Logic5=33581472; xxx5="--- Trading time "; HourStartGMT=21; MinuteStart=0; HourEndGMT=21; MinuteEnd=45; HourEndGMTMo=22; MinuteEndMo=10; xxx6="--- Trading by days"; TradeMon=true; TradeTue=true; TradeWed=true; TradeThu=true; TradeFri=true; xx6="--- Misc: "; Magic=9701; Comments="EW b10"; comment_color=Orange; box_color=Black; Shots=false; Verbose=true; | ||||
| Bars in test | 31746 | Ticks modelled | 13841147 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 12 | ||
| Total net profit | 188.10 | Gross profit | 305.53 | Gross loss | -117.43 |
| Profit factor | 2.60 | Expected payoff | 1.13 | ||
| Absolute drawdown | 4.00 | Maximal drawdown | 46.95 (4.00%) | Relative drawdown | 4.00% (46.95) |
| Total trades | 166 | Short positions (won %) | 86 (84.88%) | Long positions (won %) | 80 (70.00%) |
| Profit trades (% of total) | 129 (77.71%) | Loss trades (% of total) | 37 (22.29%) | ||
| Largest | profit trade | 5.82 | loss trade | -18.00 | |
| Average | profit trade | 2.37 | loss trade | -3.17 | |
| Maximum | consecutive wins (profit in money) | 13 (25.06) | consecutive losses (loss in money) | 3 (-28.40) | |
| Maximal | consecutive profit (count of wins) | 33.86 (8) | consecutive loss (count of losses) | -28.40 (3) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

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