Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 30 Minutes (M30) 2006.01.02 00:30 - 2006.09.29 01:30 (2006.01.01 - 2006.09.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false;
MM=false;
AccountIsMicro=false;
TakeProfit=80; StopLoss=38; TrailingStop=52; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=4; SMA2Bars=8; Percent=0.0039; EnvelopePeriod=6; OSMAFast=5; OSMASlow=30; OSMASignal=2; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=14; Fast_Price=1; Slow_Period=50; Slow_Price=1; DVBuySell=0.0044; DVStayOut=0.033; |
|
Bars in test | 28347 | Ticks modelled | 926284 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5049.64 | Gross profit | 16651.80 | Gross loss | -11602.16 |
Profit factor | 1.44 | Expected payoff | 70.13 | | |
Absolute drawdown | 579.01 | Maximal drawdown | 1800.45 (12.02%) | Relative drawdown | 12.02% (1800.45) |
|
Total trades | 72 | Short positions (won %) | 39 (46.15%) | Long positions (won %) | 33 (48.48%) |
| Profit trades (% of total) | 34 (47.22%) | Loss trades (% of total) | 38 (52.78%) |
Largest | profit trade | 665.24 | loss trade | -321.37 |
Average | profit trade | 489.76 | loss trade | -305.32 |
Maximum | consecutive wins (profit in money) | 6 (2647.36) | consecutive losses (loss in money) | 5 (-1566.69) |
Maximal | consecutive profit (count of wins) | 2647.36 (6) | consecutive loss (count of losses) | -1566.69 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |