Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2004.06.17 12:30 - 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 | 34241 | Ticks modelled | 1199833 | Modelling quality | 39.31% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3904.36 | Gross profit | 21829.45 | Gross loss | -17925.09 |
Profit factor | 1.22 | Expected payoff | 76.56 | | |
Absolute drawdown | 68.09 | Maximal drawdown (%) | 3264.40 (22.8%) | | |
|
Total trades | 51 | Short positions (won %) | 27 (48.15%) | Long positions (won %) | 24 (66.67%) |
| Profit trades (% of total) | 29 (56.86%) | Loss trades (% of total) | 22 (43.14%) |
Largest | profit trade | 2115.51 | loss trade | -1824.73 |
Average | profit trade | 752.74 | loss trade | -814.78 |
Maximum | consecutive wins (profit in money) | 7 (6030.40) | consecutive losses (loss in money) | 4 (-2968.66) |
Maximal | consecutive profit (count of wins) | 6030.40 (7) | consecutive loss (count of losses) | -3026.67 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |