Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 1 Hour (H1) 2005.03.10 11:00 - 2006.04.19 00:00 (2004.06.16 - 2006.04.19) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Confirm=1; length1=3; length2=10; length3=16; lots=0.1; TakeProfit=0; StopLoss=0; UseTrail=true;
TrailingAct=10; TrailingStep=40; UseADX=false;
ADXthresh=30; UseTimeFilter=false;
BeginHour=8; EndHour=18; Reverse=false;
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Bars in test | 6973 | Ticks modelled | 994010 | Modelling quality | 88.71% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | -970.37 | Gross profit | 1616.88 | Gross loss | -2587.25 |
Profit factor | 0.62 | Expected payoff | -6.22 | | |
Absolute drawdown | 970.37 | Maximal drawdown (%) | 970.37 (97.0%) | | |
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Total trades | 156 | Short positions (won %) | 86 (67.44%) | Long positions (won %) | 70 (37.14%) |
| Profit trades (% of total) | 84 (53.85%) | Loss trades (% of total) | 72 (46.15%) |
Largest | profit trade | 154.18 | loss trade | -183.01 |
Average | profit trade | 19.25 | loss trade | -35.93 |
Maximum | consecutive wins (profit in money) | 9 (87.43) | consecutive losses (loss in money) | 5 (-187.93) |
Maximal | consecutive profit (count of wins) | 199.22 (6) | consecutive loss (count of losses) | -201.52 (3) |
Average | consecutive wins | 2 | consecutive losses | 2 |