Symbol | USDCAD (US Dollar vs Canadian Dollar) |
Period | 15 Minutes (M15) 2004.06.16 15:00 - 2005.11.02 13:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotsIfNoMM=1; TakeProfit=100; Stoploss=0; TrailingStop=60; WPRperiod=24; Slippage=5; MM_Mode=0; MM_Risk=20; |
|
Bars in test | 34048 | Ticks modelled | 837498 | Modelling quality | 40.06% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -2708.32 | Gross profit | 13212.23 | Gross loss | -15920.56 |
Profit factor | 0.83 | Expected payoff | -55.27 | | |
Absolute drawdown | 4211.19 | Maximal drawdown (%) | 5284.89 (47.7%) | | |
|
Total trades | 49 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 28 (60.71%) |
| Profit trades (% of total) | 28 (57.14%) | Loss trades (% of total) | 21 (42.86%) |
Largest | profit trade | 2565.18 | loss trade | -1366.22 |
Average | profit trade | 471.87 | loss trade | -758.12 |
Maximum | consecutive wins (profit in money) | 3 (1579.45) | consecutive losses (loss in money) | 3 (-1895.14) |
Maximal | consecutive profit (count of wins) | 3460.85 (2) | consecutive loss (count of losses) | -2205.94 (2) |
Average | consecutive wins | 2 | consecutive losses | 1 |