Symbol | USDCHF (Swiss Franc vs US Dollar) |
Period | 1 Hour (H1) 2005.03.15 00:00 - 2006.03.14 00:00 (2005.03.15 - 2006.03.14) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=true;
TrailingAct=10; TrailingStep=40; UseADX=false;
ADXthresh=30; UseTimeFilter=false;
BeginHour=8; EndHour=18; Reverse=false;
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Bars in test | 10775 | Ticks modelled | 880686 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -1493.36 | Gross profit | 3009.03 | Gross loss | -4502.39 |
Profit factor | 0.67 | Expected payoff | -4.34 | | |
Absolute drawdown | 1698.70 | Maximal drawdown (%) | 1698.70 (17.0%) | | |
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Total trades | 344 | Short positions (won %) | 203 (67.49%) | Long positions (won %) | 141 (36.88%) |
| Profit trades (% of total) | 189 (54.94%) | Loss trades (% of total) | 155 (45.06%) |
Largest | profit trade | 124.31 | loss trade | -148.83 |
Average | profit trade | 15.92 | loss trade | -29.05 |
Maximum | consecutive wins (profit in money) | 9 (92.05) | consecutive losses (loss in money) | 6 (-167.43) |
Maximal | consecutive profit (count of wins) | 206.31 (7) | consecutive loss (count of losses) | -294.55 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |