Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 1 Hour (H1) 2006.06.02 00:00 - 2006.07.02 00:00 (2006.06.02 - 2006.07.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=200; TrailingStop=50; StopLoss=500; Lots=5; Slippage=5; CurrentBar=1; Expiration=7200; HedgeLevel=6; Size=4; Step=1; UseClose=false;
USMA=10; LSMA=8; |
|
Bars in test | 34704 | Ticks modelled | 114617 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | 104989.58 | Gross profit | 110582.06 | Gross loss | -5592.47 |
Profit factor | 19.77 | Expected payoff | 4038.06 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 5478.33 (3.41%) | Relative drawdown | 3.41% (5478.33) |
|
Total trades | 26 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 20 (75.00%) |
| Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) |
Largest | profit trade | 8444.60 | loss trade | -1226.49 |
Average | profit trade | 5529.10 | loss trade | -932.08 |
Maximum | consecutive wins (profit in money) | 15 (71491.67) | consecutive losses (loss in money) | 5 (-5478.33) |
Maximal | consecutive profit (count of wins) | 71491.67 (15) | consecutive loss (count of losses) | -5478.33 (5) |
Average | consecutive wins | 10 | consecutive losses | 3 |