Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2001.01.15 00:00 - 2006.05.16 00:00 (2001.01.14 - 2006.05.16) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Magic=40000; StepSize=120; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=2; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=0.1; MaximumRisk=0; DecreaseFactor=5; MaElineTSL=0; |
|
Bars in test | 131334 | Ticks modelled | 3869315 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2680.72 | Gross profit | 11757.36 | Gross loss | -9076.65 |
Profit factor | 1.30 | Expected payoff | 7.73 | | |
Absolute drawdown | 388.87 | Maximal drawdown (%) | 1919.60 (13.3%) | | |
|
Total trades | 347 | Short positions (won %) | 188 (48.40%) | Long positions (won %) | 159 (48.43%) |
| Profit trades (% of total) | 168 (48.41%) | Loss trades (% of total) | 179 (51.59%) |
Largest | profit trade | 189.51 | loss trade | -392.02 |
Average | profit trade | 69.98 | loss trade | -50.71 |
Maximum | consecutive wins (profit in money) | 9 (469.73) | consecutive losses (loss in money) | 11 (-464.35) |
Maximal | consecutive profit (count of wins) | 832.78 (8) | consecutive loss (count of losses) | -1287.43 (8) |
Average | consecutive wins | 4 | consecutive losses | 4 |