Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 5 Minutes (M5) 2001.01.17 00:00 - 2006.08.17 00:00 (2001.01.17 - 2006.08.17) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=3333; pr=14; sl=35; tp=100; tz=70; mm=1; qq=11; chas1=5; chas2=17; Lots=1; TrailingStop=0; |
|
Bars in test | 411483 | Ticks modelled | 4062426 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 51294.21 | Gross profit | 303964.82 | Gross loss | -252670.61 |
Profit factor | 1.20 | Expected payoff | 124.20 | | |
Absolute drawdown | 770.29 | Maximal drawdown | 25512.05 (40.77%) | Relative drawdown | 51.17% (9673.20) |
|
Total trades | 413 | Short positions (won %) | 218 (35.32%) | Long positions (won %) | 195 (31.79%) |
| Profit trades (% of total) | 139 (33.66%) | Loss trades (% of total) | 274 (66.34%) |
Largest | profit trade | 6874.21 | loss trade | -7273.48 |
Average | profit trade | 2186.80 | loss trade | -922.16 |
Maximum | consecutive wins (profit in money) | 5 (4217.02) | consecutive losses (loss in money) | 22 (-9236.74) |
Maximal | consecutive profit (count of wins) | 14537.52 (4) | consecutive loss (count of losses) | -19909.08 (11) |
Average | consecutive wins | 2 | consecutive losses | 3 |