| Symbol | USDCAD (US Dollar vs Canadian) |
| Period | 4 Hours (H4) 2005.12.16 16:00 - 2006.04.28 20:00 (2005.01.04 - 2006.04.29) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | MagicNumber=283287; Lots=0.1; Slippage=3; MaxTrades=1; MM=false;
Risk=5; StopLoss=100; TakeProfit=1000; ADXPeriod=14; ADXLevel=25; TimeFrame=240; |
|
| Bars in test | 672 | Ticks modelled | 183249 | Modelling quality | 39.46% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 156.89 | Gross profit | 389.10 | Gross loss | -232.21 |
| Profit factor | 1.68 | Expected payoff | 7.47 | | |
| Absolute drawdown | 0.00 | Maximal drawdown (%) | 113.37 (1.1%) | | |
|
| Total trades | 21 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 10 (47.62%) | Loss trades (% of total) | 11 (52.38%) |
| Largest | profit trade | 110.51 | loss trade | -88.75 |
| Average | profit trade | 38.91 | loss trade | -21.11 |
| Maximum | consecutive wins (profit in money) | 3 (14.49) | consecutive losses (loss in money) | 3 (-44.07) |
| Maximal | consecutive profit (count of wins) | 110.51 (1) | consecutive loss (count of losses) | -113.37 (2) |
| Average | consecutive wins | 1 | consecutive losses | 2 |