Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | Daily (D1) 2004.11.08 00:00 - 2006.04.28 00:00 (2004.11.06 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false;
Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=210; InitialStop=10; TrailingStop=true;
SwingTrade=false;
PendingOrder=true;
PendOrdGap=10; BreakEven=30; BreakEvenGap=1; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; MaxLoss=1000; |
|
Bars in test | 488 | Ticks modelled | 1345071 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 230.54 | Gross profit | 362.34 | Gross loss | -131.80 |
Profit factor | 2.75 | Expected payoff | 10.98 | | |
Absolute drawdown | 29.42 | Maximal drawdown (%) | 53.30 (0.5%) | | |
|
Total trades | 21 | Short positions (won %) | 12 (8.33%) | Long positions (won %) | 9 (33.33%) |
| Profit trades (% of total) | 4 (19.05%) | Loss trades (% of total) | 17 (80.95%) |
Largest | profit trade | 179.48 | loss trade | -8.65 |
Average | profit trade | 90.59 | loss trade | -7.75 |
Maximum | consecutive wins (profit in money) | 1 (179.48) | consecutive losses (loss in money) | 4 (-31.39) |
Maximal | consecutive profit (count of wins) | 179.48 (1) | consecutive loss (count of losses) | -31.39 (4) |
Average | consecutive wins | 1 | consecutive losses | 3 |