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Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 15 Minutes (M15) 2000.01.03 00:00 - 2012.11.12 23:59 (2000.01.01 - 2012.11.13) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the broker if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1; | ||||
Bars in test | 319471 | Ticks modelled | 637799 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | ||||
Total net profit | 82035532.95 | Gross profit | 212359862.00 | Gross loss | -130324329.05 |
Profit factor | 1.63 | Expected payoff | 15610.95 | ||
Absolute drawdown | 150.00 | Maximal drawdown | 7471681.16 (10.62%) | Relative drawdown | 14.35% (232006.46) |
Total trades | 5255 | Short positions (won %) | 2561 (47.83%) | Long positions (won %) | 2694 (48.33%) |
Profit trades (% of total) | 2527 (48.09%) | Loss trades (% of total) | 2728 (51.91%) | ||
Largest | profit trade | 3087565.26 | loss trade | -998499.70 | |
Average | profit trade | 84036.35 | loss trade | -47772.85 | |
Maximum | consecutive wins (profit in money) | 18 (15104.85) | consecutive losses (loss in money) | 19 (-2037751.18) | |
Maximal | consecutive profit (count of wins) | 5771448.14 (6) | consecutive loss (count of losses) | -5132662.92 (17) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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