Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 4 Hours (H4) 2008.01.02 08:00 - 2008.05.25 20:00 (2008.01.01 - 2008.05.26) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; UseAlpha9Trader=false; UseSRSITrader=true; MMType=0; lot=0.4; risk=0.3; SRSI_Risk=0.3; BreakevenPips=0; MagicNumber=597820; AccountEquityPercentProtection=90; HoursToRestart=96; EquityTrailing=true; PercentEquityTrailing=1; SpreadProtection=true; PipTolerance=2; PipRegion=25; SMAFilter=100; SLPipsUnderOverSMA=100; PrefSettings=true; TradePositiveSwapOnly=false; UseMomentumDeviation=true; SRSI_Period=4; UsePSAR_TS=false; TrailingStop=10; UsePredefinedTP=false; UseMNTrend=true; UseW1Trend=true; UseD1Trend=true; UseH4Trend=true; UseH1Trend=true; UseM30Trend=true; UseM15Trend=true; UseM5Trend=true; TakeProfitD1=70; TakeProfitH4=55; TakeProfitH1=35; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=10; | ||||
Bars in test | 1638 | Ticks modelled | 822970 | Modelling quality | 90.00% |
Mismatched charts errors | 16 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1432.66 | Gross profit | 1432.66 | Gross loss | 0.00 |
Profit factor | Expected payoff | 110.20 | |||
Absolute drawdown | 309.01 | Maximal drawdown | 543.65 (5.31%) | Relative drawdown | 5.31% (543.65) |
Total trades | 13 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 13 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 114.72 | loss trade | 0.00 | |
Average | profit trade | 110.20 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 13 (1432.66) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 1432.66 (13) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 13 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.22 00:00 | sell | 1 | 0.40 | 1.1102 | 0.0000 | 0.0000 | ||
2 | 2008.01.22 08:44 | close | 1 | 0.40 | 1.1074 | 0.0000 | 0.0000 | 101.14 | 10101.14 |
3 | 2008.02.06 00:00 | sell | 2 | 0.40 | 1.0991 | 0.0000 | 0.0000 | ||
4 | 2008.02.06 07:16 | close | 2 | 0.40 | 1.0962 | 0.0000 | 0.0000 | 105.82 | 10206.96 |
5 | 2008.03.23 23:00 | sell | 3 | 0.40 | 1.0121 | 0.0000 | 0.0000 | ||
6 | 2008.03.25 12:05 | close | 3 | 0.40 | 1.0094 | 0.0000 | 0.0000 | 104.99 | 10311.95 |
7 | 2008.03.25 12:06 | sell | 4 | 0.40 | 1.0091 | 0.0000 | 0.0000 | ||
8 | 2008.03.25 20:40 | close | 4 | 0.40 | 1.0064 | 0.0000 | 0.0000 | 107.31 | 10419.26 |
9 | 2008.04.08 00:00 | sell | 5 | 0.40 | 1.0131 | 0.0000 | 0.0000 | ||
10 | 2008.04.08 00:14 | close | 5 | 0.40 | 1.0103 | 0.0000 | 0.0000 | 110.86 | 10530.12 |
11 | 2008.04.09 00:00 | sell | 6 | 0.40 | 1.0154 | 0.0000 | 0.0000 | ||
12 | 2008.04.09 06:16 | close | 6 | 0.40 | 1.0126 | 0.0000 | 0.0000 | 110.61 | 10640.73 |
13 | 2008.04.20 22:02 | sell | 7 | 0.40 | 1.0175 | 0.0000 | 0.0000 | ||
14 | 2008.04.21 07:50 | close | 7 | 0.40 | 1.0147 | 0.0000 | 0.0000 | 109.38 | 10750.11 |
15 | 2008.04.21 07:50 | sell | 8 | 0.40 | 1.0141 | 0.0000 | 0.0000 | ||
16 | 2008.04.21 07:59 | close | 8 | 0.40 | 1.0112 | 0.0000 | 0.0000 | 114.72 | 10864.83 |
17 | 2008.04.25 00:00 | sell | 9 | 0.40 | 1.0352 | 0.0000 | 0.0000 | ||
18 | 2008.04.25 14:43 | close | 9 | 0.40 | 1.0323 | 0.0000 | 0.0000 | 112.37 | 10977.20 |
19 | 2008.05.04 22:00 | sell | 10 | 0.40 | 1.0553 | 0.0000 | 0.0000 | ||
20 | 2008.05.05 08:46 | close | 10 | 0.40 | 1.0523 | 0.0000 | 0.0000 | 113.04 | 11090.24 |
21 | 2008.05.15 00:00 | sell | 11 | 0.40 | 1.0549 | 0.0000 | 0.0000 | ||
22 | 2008.05.15 06:07 | close | 11 | 0.40 | 1.0519 | 0.0000 | 0.0000 | 114.08 | 11204.32 |
23 | 2008.05.16 00:00 | sell | 12 | 0.40 | 1.0561 | 0.0000 | 0.0000 | ||
24 | 2008.05.16 07:46 | close | 12 | 0.40 | 1.0531 | 0.0000 | 0.0000 | 113.95 | 11318.27 |
25 | 2008.05.20 00:05 | sell | 13 | 0.40 | 1.0520 | 0.0000 | 0.0000 | ||
26 | 2008.05.20 06:20 | close | 13 | 0.40 | 1.0490 | 0.0000 | 0.0000 | 114.39 | 11432.66 |