Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 1 Hour (H1) 2005.11.04 06:00 - 2006.01.06 22:00 |
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) |
Parameters | lStopLoss=25; sStopLoss=25; ATRPERIOD=14; lTrailingStop=20; sTrailingStop=20; TrailingStop=15; Lots=2; slip=3; TakeProfit=22; StopLoss=15; NumberOfBarH6=100; CloseHour=19; CloseMinute=55; OpenHour=700; OpenMinute=5; |
|
Bars in test | 1187 | Ticks modelled | 12379 | Modelling quality | 50.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2375.46 | Gross profit | 3757.11 | Gross loss | -1381.65 |
Profit factor | 2.72 | Expected payoff | 113.12 | | |
Absolute drawdown | 227.65 | Maximal drawdown (%) | 234.63 (1.9%) | | |
|
Total trades | 21 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) |
Largest | profit trade | 342.87 | loss trade | -234.63 |
Average | profit trade | 250.47 | loss trade | -230.28 |
Maximum | consecutive wins (profit in money) | 6 (1363.47) | consecutive losses (loss in money) | 1 (-234.63) |
Maximal | consecutive profit (count of wins) | 1363.47 (6) | consecutive loss (count of losses) | -234.63 (1) |
Average | consecutive wins | 3 | consecutive losses | 1 |