Symbol | CHFJPY (Swiss Frank vs Japanese Yen) |
Period | Daily (D1) 2005.12.01 00:00 - 2006.03.31 00:00 (2005.12.01 - 2006.03.31) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ID_BASE=100000; lots=1; MM=false;
Risk=10; stoploss=50; takeprofit=100; UseClose=false;
TSactivation=10; TrailPips=5; LongBar=15; MaxTrades=1; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseLastPeriodPerams=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; |
|
Bars in test | 840 | Ticks modelled | 369022 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5514.71 | Gross profit | 12312.33 | Gross loss | -6797.62 |
Profit factor | 1.81 | Expected payoff | 177.89 | | |
Absolute drawdown | 424.83 | Maximal drawdown (%) | 1274.76 (9.8%) | | |
|
Total trades | 31 | Short positions (won %) | 18 (44.44%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 15 (48.39%) | Loss trades (% of total) | 16 (51.61%) |
Largest | profit trade | 849.84 | loss trade | -424.92 |
Average | profit trade | 820.82 | loss trade | -424.85 |
Maximum | consecutive wins (profit in money) | 3 (2549.27) | consecutive losses (loss in money) | 3 (-1274.65) |
Maximal | consecutive profit (count of wins) | 2549.27 (3) | consecutive loss (count of losses) | -1274.65 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |