Symbol | USDCAD (US Dollar vs Canadian Dollar) |
Period | Daily (D1) 2004.11.08 00:00 - 2006.04.26 00:00 (2004.11.06 - 2006.04.26) |
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=190; 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 | 487 | Ticks modelled | 880076 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 242.19 | Gross profit | 416.89 | Gross loss | -174.70 |
Profit factor | 2.39 | Expected payoff | 9.69 | | |
Absolute drawdown | 49.36 | Maximal drawdown (%) | 50.26 (0.5%) | | |
|
Total trades | 25 | Short positions (won %) | 15 (20.00%) | Long positions (won %) | 10 (10.00%) |
| Profit trades (% of total) | 4 (16.00%) | Loss trades (% of total) | 21 (84.00%) |
Largest | profit trade | 157.31 | loss trade | -8.75 |
Average | profit trade | 104.22 | loss trade | -8.32 |
Maximum | consecutive wins (profit in money) | 2 (102.86) | consecutive losses (loss in money) | 6 (-50.26) |
Maximal | consecutive profit (count of wins) | 157.31 (1) | consecutive loss (count of losses) | -50.26 (6) |
Average | consecutive wins | 1 | consecutive losses | 5 |