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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=0.1; 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 | 35522.86 | Gross profit | 94160.16 | Gross loss | -58637.30 |
Profit factor | 1.61 | Expected payoff | 6.76 | ||
Absolute drawdown | 7.50 | Maximal drawdown | 768.93 (0.67%) | Relative drawdown | 0.68% (698.37) |
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 | 621.01 | loss trade | -141.63 | |
Average | profit trade | 37.26 | loss trade | -21.49 | |
Maximum | consecutive wins (profit in money) | 18 (691.42) | consecutive losses (loss in money) | 19 (-267.50) | |
Maximal | consecutive profit (count of wins) | 1198.63 (6) | consecutive loss (count of losses) | -451.32 (5) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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يمكن أن يتضمن التداول في الفوركس خطر فقدان يتجاوز إيداعك الأولي. هذا غير مناسب لجميع المستثمرين ويجب عليك التأكد من فهمك للمخاطر المشاركة، وطلب المشورة المستقلة إذا لزم الأمر.
عادةً ما تقدم حسابات الفوركس درجات مختلفة من الرافعة المالية واحتمالية الربح العالية متوازنة بمستوى عالٍ من المخاطر. يجب ألا تخاطر أبدًا بأكثر مما أنت مستعد لخسارته ويجب عليك أن تأخذ بعين الاعتبار بعناية تجربتك في التداول.
الأداء السابق والنتائج المحاكاة ليست بالضرورة دليلاً على الأداء المستقبلي. كل المحتوى على هذا الموقع يمثل رأي المؤلف وحده ولا يشكل توصية صريحة لشراء أي من المنتجات الموصوفة في صفحاته.