Symbol | USDCHF (US Dollar vs Swiss Franc) |
Okres | 1 Godzina (H1) 2005.01.03 00:00 - 2006.03.14 00:00 (2005.01.01 - 2006.03.14) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parametry | Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=true;
TrailingAct=10; TrailingStep=40; UseADX=false;
ADXthresh=23; UseTimeFilter=false;
BeginHour=8; EndHour=18; Reverse=false;
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Słupki w tescie | 16785 | Ticks modelled | 1034985 | Modelling quality | 90.00% |
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Depozyt początkowy | 10000.00 | | | | |
Total net profit | -2095.60 | Gross profit | 3504.96 | Gross loss | -5600.56 |
Profit factor | 0.63 | Przewidywany zysk | -5.27 | | |
Absolute drawdown | 2386.45 | Maximal drawdown (%) | 2426.66 (24.2%) | | |
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Transakcji w sumie | 398 | Short positions (won %) | 235 (67.23%) | Long positions (won %) | 163 (36.81%) |
| Profit trades (% of total) | 218 (54.77%) | Loss trades (% of total) | 180 (45.23%) |
Największy | profit trade | 127.18 | loss trade | -196.27 |
Average | profit trade | 16.08 | loss trade | -31.11 |
Maximum | consecutive wins (profit in money) | 10 (98.25) | consecutive losses (loss in money) | 9 (-205.01) |
Maximal | consecutive profit (count of wins) | 195.22 (6) | consecutive loss (count of losses) | -292.77 (5) |
Średni | consecutive wins | 2 | consecutive losses | 2 |