Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2001.01.04 01:00 - 2005.11.11 22:45 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | _Parameters_Trade="----- Параметры торговли"; Lots=0.1; lStopLoss=90; sStopLoss=70; TakeProfit=100; lHourOpenPos=1; sHourOpenPos=7; UseClosePos=true;
lHourClosePos=23; sHourClosePos=19; UseTrailing=true;
ProfitTrailing=true;
TrailingStop=40; TrailingStep=5; Slippage=3; _Parameters_Expert="----- Параметры советника"; UseOneAccount=false;
NumberAccount=11111; Name_Expert="e-Friday.mq4"; UseSound=true;
NameFileSound="expert.wav"; clOpenBuy=LightBlue; clOpenSell=LightCoral; clModifyBuy=Aqua; clModifySell=Tomato; clCloseBuy=Blue; clCloseSell=Red; |
|
Bars in test | 118899 | Ticks modelled | 3440863 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 925.96 | Gross profit | 4837.37 | Gross loss | -3911.40 |
Profit factor | 1.24 | Expected payoff | 3.69 | | |
Absolute drawdown | 336.38 | Maximal drawdown (%) | 444.00 (4.4%) | | |
|
Total trades | 251 | Short positions (won %) | 114 (59.65%) | Long positions (won %) | 137 (72.99%) |
| Profit trades (% of total) | 168 (66.93%) | Loss trades (% of total) | 83 (33.07%) |
Largest | profit trade | 87.63 | loss trade | -76.98 |
Average | profit trade | 28.79 | loss trade | -47.13 |
Maximum | consecutive wins (profit in money) | 12 (137.39) | consecutive losses (loss in money) | 5 (-210.44) |
Maximal | consecutive profit (count of wins) | 354.63 (10) | consecutive loss (count of losses) | -285.77 (4) |
Average | consecutive wins | 3 | consecutive losses | 2 |