| Symbol | XAUUSD (Gold (Spot)) |
| Period | 15 Minutes (M15) 2020.11.25 18:30 - 2021.01.29 23:45 (2020.01.01 - 2021.01.31) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | signalPrefix="XST_EA"; bullishSignalLabel="X_BUY"; bullishSignalColor=Aqua; bearishSignalLabel="X_SELL"; bearishSignalColor=Magenta; signalEntryColor=Aquamarine; signalSLColor=Red; signalTPColor=Green; candleGapBetweenSignals=7; allowTrade=true;
allowLongTrades=false;
allowShortTrades=true;
alertEvents=true;
alertPositions=true;
longPositionAlerts=true;
shortPositionAlerts=true;
terminalAlert=false;
pushAlert=false;
lotsPerTradePercent=0.00001; maxOpenTrades=4; maxDrawdownPercentPerPTrade=0.1; minBalancePercent=0.5; maxEquityPercent=0.1; xStarter="- X Signal Provider -"; enableXSignalling=false;
xShortR2R=3; xShortLotsPerTradePercent=0.00001; xShortMaxDrawdownPerTradePercent=0.02; xLongR2R=3; xLongLotsPerTradePercent=0.00001; xLongMaxDrawdownPerTradePercent=0.02; xSharpDetectorFactor=700; xMaximumCandlesPerTrade=206; xOscillatorLength=7; xPSarStep=0.02; xPSarMaximum=0.2; xRangeMarketLength=5; xSwingLength=7; xRStarter="- XR Signal Provider -"; enableXRSignalling=false;
xRShortR2R=2; xRShortLotsPerTradePercent=0.00001; xRShortMaxDrawdownPerTradePercent=0.01; xRLongR2R=2; xRLongLotsPerTradePercent=0.00001; xRLongMaxDrawdownPerTradePercent=0.01; xRMaximumCandlesPerTrade=252; xROscillatorLength=7; xRFastLength=20; xRSlowLength=50; xRRangeMarketLength=50; xRSwingLength=7; xTPWStarter="- XTPW Signal Provider -"; enableXTPWSignalling=true;
xTPWShortR2R=2; xTPWShortLotsPerTradePercent=0.00001; xTPWShortMaxDrawdownPerTradePercent=0.015; xTPWLongR2R=2; xTPWLongLotsPerTradePercent=0.00001; xTPWLongMaxDrawdownPerTradePercent=0.015; xTPWMaximumCandlesPerTrade=206; xTPWPSarStep=0.02; xTPWPSarMaximum=0.2; xTPWSwingLength=7; xTPWSharpDetectionFactor=650; |
|
| Bars in test | 4192 | Ticks modelled | 3544155 | Modelling quality | 24.42% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 1000.00 | | | Spread | Current (56) |
| Total net profit | 53.14 | Gross profit | 127.71 | Gross loss | -74.57 |
| Profit factor | 1.71 | Expected payoff | 2.95 | | |
| Absolute drawdown | 6.56 | Maximal drawdown | 48.25 (4.46%) | Relative drawdown | 4.46% (48.25) |
|
| Total trades | 18 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 13 (72.22%) | Loss trades (% of total) | 5 (27.78%) |
| Largest | profit trade | 23.92 | loss trade | -15.01 |
| Average | profit trade | 9.82 | loss trade | -14.91 |
| Maximum | consecutive wins (profit in money) | 6 (35.50) | consecutive losses (loss in money) | 2 (-29.78) |
| Maximal | consecutive profit (count of wins) | 59.71 (4) | consecutive loss (count of losses) | -29.78 (2) |
| Average | consecutive wins | 3 | consecutive losses | 1 |