Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2007.02.12 00:00 - 2007.02.23 22:45 (2007.02.10 - 2007.02.24) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="BrainExpert_v2"; Magic=55000; Slippage=3; Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=100; StopLossMode=1; TrailStopMode=2; BreakEven=0; SessionStart=8; SessionEnd=17; SignalMail=false;
Inputs=" BrainTrend parameters "; TimeFrame=60; NumBars=500; ConfirmBars=4; Use_pSAR=1; pSAR_Step=0.02; pSAR_Maximum=0.2; Use_Stoch=0; Kperiod=14; Dperiod=5; slowing=5; UpLevel=75; DnLevel=25; Use_iTrend=1; MM_inputs=" MoneyManagement by L.Williams "; MM=true;
MMRisk=0.12; MaxLoss=1000; |
|
Bars in test | 150464 | Ticks modelled | 173444 | Modelling quality | 90.00% |
|
Initial deposit | 50000.00 | | | | |
Total net profit | -1174.71 | Gross profit | 1342.17 | Gross loss | -2516.88 |
Profit factor | 0.53 | Expected payoff | -293.68 | | |
Absolute drawdown | 1174.71 | Maximal drawdown | 2516.88 (4.90%) | Relative drawdown | 4.90% (2516.88) |
|
Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) |
Largest | profit trade | 1342.17 | loss trade | -1066.24 |
Average | profit trade | 1342.17 | loss trade | -838.96 |
Maximum | consecutive wins (profit in money) | 1 (1342.17) | consecutive losses (loss in money) | 3 (-2516.88) |
Maximal | consecutive profit (count of wins) | 1342.17 (1) | consecutive loss (count of losses) | -2516.88 (3) |
Average | consecutive wins | 1 | consecutive losses | 3 |