Symbol | USDCHF (US Dollar vs Swiss Franc) |
Okres | 4 Godziny (H4) 2003.03.25 20:00 - 2006.10.05 00:00 (2004.07.01 - 2006.09.29) |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parametry | StartingBalance=10000; TakeProfit=150; StopLoss=50; TrailingStop=10; ShortEma1=18; LongEma1=28; ShortEma2=5; LongEma2=8; |
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Słupki w tescie | 5696 | Ticks modelled | 107903 | Modelling quality | 43.41% |
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Depozyt początkowy | 10000.00 | | | | |
Total net profit | 2164745.62 | Gross profit | 3354727.21 | Gross loss | -1189981.59 |
Profit factor | 2.82 | Przewidywany zysk | 3554.59 | | |
Absolute drawdown | 398.76 | Maximal drawdown | 197960.92 (11.02%) | Relative drawdown | 13.81% (65635.98) |
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Transakcji w sumie | 609 | Short positions (won %) | 304 (89.47%) | Long positions (won %) | 305 (90.49%) |
| Profit trades (% of total) | 548 (89.98%) | Loss trades (% of total) | 61 (10.02%) |
Największy | profit trade | 139547.17 | loss trade | -73366.01 |
Average | profit trade | 6121.76 | loss trade | -19507.89 |
Maximum | consecutive wins (profit in money) | 61 (73347.99) | consecutive losses (loss in money) | 2 (-138407.48) |
Maximal | consecutive profit (count of wins) | 576374.16 (13) | consecutive loss (count of losses) | -138407.48 (2) |
Średni | consecutive wins | 10 | consecutive losses | 1 |