| Symbol | USDCHF (US Dollar vs Swiss Franc) |
| Period | Daily (D1) 2005.04.01 00:00 - 2006.01.11 00:00 |
| Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
| Parameters | MagicNumber=0; EachTickMode=false;
Lots=1; Slippage=4; StopLossMode=false;
StopLoss=30; TakeProfitMode=false;
TakeProfit=60; TrailingStopMode=false;
TrailingStop=30; |
|
| Bars in test | 2529 | Ticks modelled | 9470 | Modelling quality | 50.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 17474.48 | Gross profit | 151564.73 | Gross loss | -134090.26 |
| Profit factor | 1.13 | Expected payoff | 101.60 | | |
| Absolute drawdown | 2473.47 | Maximal drawdown (%) | 16831.47 (61.4%) | | |
|
| Total trades | 172 | Short positions (won %) | 80 (36.25%) | Long positions (won %) | 92 (42.39%) |
| Profit trades (% of total) | 68 (39.53%) | Loss trades (% of total) | 104 (60.47%) |
| Largest | profit trade | 13420.65 | loss trade | -4936.79 |
| Average | profit trade | 2228.89 | loss trade | -1289.33 |
| Maximum | consecutive wins (profit in money) | 5 (9609.17) | consecutive losses (loss in money) | 6 (-7018.65) |
| Maximal | consecutive profit (count of wins) | 13485.49 (2) | consecutive loss (count of losses) | -9146.08 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |