| Symbol | USDCHFm (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2009.03.16 00:00 - 2009.03.24 23:00 (2009.03.16 - 2009.03.25) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | LotIncrease=true; Buy=true; Sell=true; smallestlotsize="0.1 = 1, 0.01 = 2"; SmallestLotSize=2; MaxLotSize=1; LotSize=0.01; LotIncrement=0.01; Multiplier=0; ProfitTarget=0.001; TrendProfitTarget=1; SafetyLevelPercentage=1; SafetyProfitTargetPercent=1; OpenOnTick=0; Spacing=8; TrendSpacing=8; CounterTrendMultiplier=1; CloseDelay=0; OrdersToClose=1; MinimumOrdersToCloseLosing=1; MaxMarginPercentage=15; TrendTimeFrame=15; TrendPeriods=150; CeaseTrading=false; RightSideLabel=true; LossManagement="What to do if things are going wrong"; AllowRecovery=true; MaxLoss=30; ExitAllTrades=true; StopTrading=true; PlaceRecoveryOrders=true; MaxRecoveryOrders=2; RecoveryTakeProfit=5; RecoveryStopLoss=200; RecoveryLotMultiplier=1; RecReverse=true; | ||||
| Bars in test | 1167 | Ticks modelled | 145056 | Modelling quality | 90.00% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 100.00 | ||||
| Total net profit | 83.32 | Gross profit | 149.35 | Gross loss | -66.03 |
| Profit factor | 2.26 | Expected payoff | 2.98 | ||
| Absolute drawdown | 13.04 | Maximal drawdown | 41.00 (18.71%) | Relative drawdown | 18.71% (41.00) |
| Total trades | 28 | Short positions (won %) | 14 (100.00%) | Long positions (won %) | 14 (57.14%) |
| Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) | ||
| Largest | profit trade | 22.19 | loss trade | -28.75 | |
| Average | profit trade | 6.79 | loss trade | -11.01 | |
| Maximum | consecutive wins (profit in money) | 9 (71.56) | consecutive losses (loss in money) | 1 (-28.75) | |
| Maximal | consecutive profit (count of wins) | 71.56 (9) | consecutive loss (count of losses) | -28.75 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.03.16 00:00 | buy | 1 | 0.01 | 1.1896 | 0.0000 | 0.0000 | ||
| 2 | 2009.03.16 01:00 | buy | 2 | 0.02 | 1.1911 | 0.0000 | 0.0000 | ||
| 3 | 2009.03.16 01:00 | close | 1 | 0.01 | 1.1906 | 0.0000 | 0.0000 | 0.08 | 100.08 |
| 4 | 2009.03.16 02:00 | buy | 3 | 0.02 | 1.1879 | 0.0000 | 0.0000 | ||
| 5 | 2009.03.16 02:50 | close | 3 | 0.02 | 1.1892 | 0.0000 | 0.0000 | 0.22 | 100.30 |
| 6 | 2009.03.16 03:00 | buy | 4 | 0.02 | 1.1896 | 0.0000 | 0.0000 | ||
| 7 | 2009.03.16 03:26 | close | 4 | 0.02 | 1.1900 | 0.0000 | 0.0000 | 0.07 | 100.37 |
| 8 | 2009.03.16 04:00 | buy | 5 | 0.02 | 1.1903 | 0.0000 | 0.0000 | ||
| 9 | 2009.03.16 04:07 | close | 5 | 0.02 | 1.1906 | 0.0000 | 0.0000 | 0.05 | 100.42 |
| 10 | 2009.03.16 05:02 | buy | 6 | 0.02 | 1.1897 | 0.0000 | 0.0000 | ||
| 11 | 2009.03.16 06:11 | buy | 7 | 0.03 | 1.1888 | 0.0000 | 0.0000 | ||
| 12 | 2009.03.16 07:00 | sell | 8 | 0.01 | 1.1872 | 0.0000 | 0.0000 | ||
| 13 | 2009.03.16 08:00 | sell | 9 | 0.02 | 1.1881 | 0.0000 | 0.0000 | ||
| 14 | 2009.03.16 09:00 | sell | 10 | 0.03 | 1.1835 | 0.0000 | 0.0000 | ||
| 15 | 2009.03.16 10:05 | sell | 11 | 0.04 | 1.1826 | 0.0000 | 0.0000 | ||
| 16 | 2009.03.16 11:00 | sell | 12 | 0.05 | 1.1815 | 0.0000 | 0.0000 | ||
| 17 | 2009.03.16 12:21 | sell | 13 | 0.06 | 1.1806 | 0.0000 | 0.0000 | ||
| 18 | 2009.03.17 00:13 | buy | 14 | 0.04 | 1.1869 | 0.0000 | 0.0000 | ||
| 19 | 2009.03.17 08:26 | buy | 15 | 0.05 | 1.1861 | 0.0000 | 0.0000 | ||
| 20 | 2009.03.17 17:52 | buy | 16 | 0.06 | 1.1847 | 0.0000 | 0.0000 | ||
| 21 | 2009.03.18 02:47 | sell | 17 | 0.07 | 1.1798 | 0.0000 | 0.0000 | ||
| 22 | 2009.03.18 03:02 | sell | 18 | 0.08 | 1.1789 | 0.0000 | 0.0000 | ||
| 23 | 2009.03.18 10:32 | close | 2 | 0.02 | 1.1747 | 0.0000 | 0.0000 | -2.79 | 97.63 |
| 24 | 2009.03.18 10:32 | close | 17 | 0.07 | 1.1751 | 0.0000 | 0.0000 | 2.80 | 100.43 |
| 25 | 2009.03.18 10:33 | close | 6 | 0.02 | 1.1748 | 0.0000 | 0.0000 | -2.54 | 97.88 |
| 26 | 2009.03.18 10:33 | close | 13 | 0.06 | 1.1752 | 0.0000 | 0.0000 | 2.72 | 100.60 |
| 27 | 2009.03.18 10:33 | sell | 19 | 0.07 | 1.1746 | 0.0000 | 0.0000 | ||
| 28 | 2009.03.18 12:12 | sell | 20 | 0.08 | 1.1738 | 0.0000 | 0.0000 | ||
| 29 | 2009.03.18 12:13 | close | 7 | 0.03 | 1.1723 | 0.0000 | 0.0000 | -4.23 | 96.37 |
| 30 | 2009.03.18 12:13 | close | 18 | 0.08 | 1.1727 | 0.0000 | 0.0000 | 4.23 | 100.60 |
| 31 | 2009.03.18 12:13 | close | 9 | 0.02 | 1.1726 | 0.0000 | 0.0000 | 2.63 | 103.23 |
| 32 | 2009.03.18 12:13 | close | 8 | 0.01 | 1.1725 | 0.0000 | 0.0000 | 1.24 | 104.47 |
| 33 | 2009.03.18 13:00 | sell | 21 | 0.06 | 1.1682 | 0.0000 | 0.0000 | ||
| 34 | 2009.03.18 18:17 | close | 14 | 0.04 | 1.1595 | 0.0000 | 0.0000 | -9.45 | 95.02 |
| 35 | 2009.03.18 18:17 | close | 20 | 0.08 | 1.1599 | 0.0000 | 0.0000 | 9.59 | 104.61 |
| 36 | 2009.03.18 18:17 | sell | 22 | 0.06 | 1.1592 | 0.0000 | 0.0000 | ||
| 37 | 2009.03.18 18:32 | close | 15 | 0.05 | 1.1443 | 0.0000 | 0.0000 | -18.27 | 86.34 |
| 38 | 2009.03.18 18:32 | close | 19 | 0.07 | 1.1447 | 0.0000 | 0.0000 | 18.28 | 104.62 |
| 39 | 2009.03.18 19:00 | sell | 23 | 0.06 | 1.1438 | 0.0000 | 0.0000 | ||
| 40 | 2009.03.18 20:00 | sell | 24 | 0.07 | 1.1402 | 0.0000 | 0.0000 | ||
| 41 | 2009.03.20 16:57 | buy | 25 | 0.02 | 1.1277 | 0.0000 | 0.0000 | ||
| 42 | 2009.03.22 23:19 | buy | 26 | 0.03 | 1.1258 | 0.0000 | 0.0000 | ||
| 43 | 2009.03.23 01:15 | buy | 27 | 0.04 | 1.1249 | 0.0000 | 0.0000 | ||
| 44 | 2009.03.23 03:33 | buy | 28 | 0.05 | 1.1241 | 0.0000 | 0.0000 | ||
| 45 | 2009.03.24 23:54 | close at stop | 28 | 0.05 | 1.1306 | 0.0000 | 0.0000 | 2.87 | 107.49 |
| 46 | 2009.03.24 23:54 | close at stop | 27 | 0.04 | 1.1306 | 0.0000 | 0.0000 | 2.02 | 109.50 |
| 47 | 2009.03.24 23:54 | close at stop | 26 | 0.03 | 1.1306 | 0.0000 | 0.0000 | 1.26 | 110.77 |
| 48 | 2009.03.24 23:54 | close at stop | 25 | 0.02 | 1.1306 | 0.0000 | 0.0000 | 0.51 | 111.27 |
| 49 | 2009.03.24 23:54 | close at stop | 24 | 0.07 | 1.1310 | 0.0000 | 0.0000 | 5.54 | 116.81 |
| 50 | 2009.03.24 23:54 | close at stop | 23 | 0.06 | 1.1310 | 0.0000 | 0.0000 | 6.66 | 123.47 |
| 51 | 2009.03.24 23:54 | close at stop | 22 | 0.06 | 1.1310 | 0.0000 | 0.0000 | 14.83 | 138.30 |
| 52 | 2009.03.24 23:54 | close at stop | 21 | 0.06 | 1.1310 | 0.0000 | 0.0000 | 19.60 | 157.90 |
| 53 | 2009.03.24 23:54 | close at stop | 16 | 0.06 | 1.1306 | 0.0000 | 0.0000 | -28.75 | 129.15 |
| 54 | 2009.03.24 23:54 | close at stop | 12 | 0.05 | 1.1310 | 0.0000 | 0.0000 | 22.19 | 151.34 |
| 55 | 2009.03.24 23:54 | close at stop | 11 | 0.04 | 1.1310 | 0.0000 | 0.0000 | 18.13 | 169.47 |
| 56 | 2009.03.24 23:54 | close at stop | 10 | 0.03 | 1.1310 | 0.0000 | 0.0000 | 13.84 | 183.32 |