Symbol | XAUUSD (Gold vs US Dollar) |
Period | 15 Minutes (M15) 2017.01.03 01:00 - 2020.12.16 14:00 (2017.01.01 - 2020.12.22) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | qw0="--- Basic parameters ---"; fNS=true;
fTrBuy=true;
fTrSell=true;
fHO=true;
Flag_Use_hedge=true;
iMO=100; sPosComm="EA Gold Stuff"; dVol=0.01; fA_MM=false;
iAuLot=1000; MM=1.5; iDist=200; dML=500; TP=1500; SL=0; iTS=7000; iTD=1000; flag_Close_ot_Obr=false;
iMaxS=0; iStart_H=0; iEnd_H=0; Reduction=true;
ReductionOrderNumber=6; ReductionPercent=3; fDraw=true;
Font_Metki="Verdana"; Size_Metki=14; ColorText_Metki=White; Color_Fon_Metki=Green; MinuteStop=0; Magic=111; qw1="--- Gold trading paremeters ---"; TF=0; Deviation=2; qw4="--- Panel Parametrs ---"; X1=10; Y1=100; cCIP=Gainsboro; cCB=DarkGray; cCT=DimGray; cOpClBut=DarkOrchid; cTrNSStr1=Green; cTrNSStr2=Red; cTimeTerminal=Blue; Font="Arial"; FontSize=10; |
|
Bars in test | 94801 | Ticks modelled | 173217884 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | -4172.31 | Gross profit | 22144.05 | Gross loss | -26316.36 |
Profit factor | 0.84 | Expected payoff | -2.17 | | |
Absolute drawdown | 4172.31 | Maximal drawdown | 14922.78 (71.92%) | Relative drawdown | 71.92% (14922.78) |
|
Total trades | 1920 | Short positions (won %) | 954 (70.13%) | Long positions (won %) | 966 (74.12%) |
| Profit trades (% of total) | 1385 (72.14%) | Loss trades (% of total) | 535 (27.86%) |
Largest | profit trade | 1111.98 | loss trade | -4969.08 |
Average | profit trade | 15.99 | loss trade | -49.19 |
Maximum | consecutive wins (profit in money) | 20 (54.75) | consecutive losses (loss in money) | 6 (-14960.73) |
Maximal | consecutive profit (count of wins) | 1468.02 (2) | consecutive loss (count of losses) | -14960.73 (6) |
Average | consecutive wins | 4 | consecutive losses | 2 |