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| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 15 Minutes (M15) 1999.01.05 14:00 - 2010.12.31 19:45 (1999.01.01 - 2011.01.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | LotSize=0.1; FastVolatilityBase=5; SlowVolatilityBase=60; VolatilityFactor=2; | ||||
| Bars in test | 290089 | Ticks modelled | 43299451 | Modelling quality | 89.97% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 27624.52 | Gross profit | 125087.90 | Gross loss | -97463.38 |
| Profit factor | 1.28 | Expected payoff | 4.81 | ||
| Absolute drawdown | 1051.70 | Maximal drawdown | 2960.84 (24.86%) | Relative drawdown | 24.86% (2960.84) |
| Total trades | 5749 | Short positions (won %) | 2822 (37.03%) | Long positions (won %) | 2927 (39.36%) |
| Profit trades (% of total) | 2197 (38.22%) | Loss trades (% of total) | 3552 (61.78%) | ||
| Largest | profit trade | 624.71 | loss trade | -190.00 | |
| Average | profit trade | 56.94 | loss trade | -27.44 | |
| Maximum | consecutive wins (profit in money) | 13 (1081.64) | consecutive losses (loss in money) | 32 (-527.08) | |
| Maximal | consecutive profit (count of wins) | 1304.57 (5) | consecutive loss (count of losses) | -1081.07 (24) | |
| Average | consecutive wins | 3 | consecutive losses | 5 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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