Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 30 Minutes (M30) 2001.01.17 00:00 - 2006.08.02 00:00 (2001.01.17 - 2006.08.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=0.1; Slippage=3; StopLossMode=false;
StopLoss=100; TakeProfitMode=false;
TakeProfit=100; TrailingStopMode=false;
TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.1; DecreaseFactor=1; PARAMETERS_INDICATOR_ONE="Moving Average signal"; SignalEMA_Period=8; PARAMETERS_INDICATOR_TWO="Moving Average main"; MainEMA_Period=95; Delta=1; PARAMETERS_INDICATOR_THREE="Moving Average for close"; CloseEMA_Period=30; |
|
Bars in test | 68373 | Ticks modelled | 3608923 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1748.70 | Gross profit | 17913.43 | Gross loss | -16164.73 |
Profit factor | 1.11 | Expected payoff | 1.99 | | |
Absolute drawdown | 188.50 | Maximal drawdown | 768.63 (7.12%) | Relative drawdown | 7.12% (768.63) |
|
Total trades | 877 | Short positions (won %) | 436 (37.16%) | Long positions (won %) | 441 (32.88%) |
| Profit trades (% of total) | 307 (35.01%) | Loss trades (% of total) | 570 (64.99%) |
Largest | profit trade | 342.80 | loss trade | -155.21 |
Average | profit trade | 58.35 | loss trade | -28.36 |
Maximum | consecutive wins (profit in money) | 6 (233.50) | consecutive losses (loss in money) | 12 (-270.45) |
Maximal | consecutive profit (count of wins) | 602.70 (4) | consecutive loss (count of losses) | -422.79 (8) |
Average | consecutive wins | 1 | consecutive losses | 3 |