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=0.15; DecreaseFactor=3; 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 | 1935.81 | Gross profit | 26823.94 | Gross loss | -24888.13 |
Profit factor | 1.08 | Expected payoff | 2.21 | | |
Absolute drawdown | 423.80 | Maximal drawdown | 1449.84 (13.15%) | Relative drawdown | 13.15% (1449.84) |
|
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 | 473.56 | loss trade | -310.41 |
Average | profit trade | 87.37 | loss trade | -43.66 |
Maximum | consecutive wins (profit in money) | 6 (394.95) | consecutive losses (loss in money) | 12 (-307.02) |
Maximal | consecutive profit (count of wins) | 862.58 (4) | consecutive loss (count of losses) | -533.69 (8) |
Average | consecutive wins | 1 | consecutive losses | 3 |