Symbol | USDCAD (US Dollar vs Canadian Dollar) |
Period | Daily (D1) 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=0; lots=0.1; TakeProfit=75; StopLoss=25; UseTimeFilter=false;
BeginHour=8; EndHour=18; |
|
Bars in test | 456 | Ticks modelled | 573477 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -1447.38 | Gross profit | 3616.04 | Gross loss | -5063.42 |
Profit factor | 0.71 | Expected payoff | -4.79 | | |
Absolute drawdown | 1944.95 | Maximal drawdown (%) | 1944.95 (19.4%) | | |
|
Total trades | 302 | Short positions (won %) | 57 (17.54%) | Long positions (won %) | 245 (19.59%) |
| Profit trades (% of total) | 58 (19.21%) | Loss trades (% of total) | 244 (80.79%) |
Largest | profit trade | 66.07 | loss trade | -22.26 |
Average | profit trade | 62.35 | loss trade | -20.75 |
Maximum | consecutive wins (profit in money) | 4 (258.25) | consecutive losses (loss in money) | 16 (-328.02) |
Maximal | consecutive profit (count of wins) | 258.25 (4) | consecutive loss (count of losses) | -328.02 (16) |
Average | consecutive wins | 1 | consecutive losses | 5 |