Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2004.08.06 00:00 - 2006.04.26 00:00 (2004.08.06 - 2006.04.26) |
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 | 46003 | Ticks modelled | 1621181 | Modelling quality | 90.00% |
|
Initial deposit | 25000.00 | | | | |
Total net profit | 453.61 | Gross profit | 1938.75 | Gross loss | -1485.15 |
Profit factor | 1.31 | Expected payoff | 5.15 | | |
Absolute drawdown | 196.23 | Maximal drawdown (%) | 291.12 (1.2%) | | |
|
Total trades | 88 | Short positions (won %) | 45 (57.78%) | Long positions (won %) | 43 (76.74%) |
| Profit trades (% of total) | 59 (67.05%) | Loss trades (% of total) | 29 (32.95%) |
Largest | profit trade | 87.64 | loss trade | -76.98 |
Average | profit trade | 32.86 | loss trade | -51.21 |
Maximum | consecutive wins (profit in money) | 8 (236.89) | consecutive losses (loss in money) | 4 (-285.34) |
Maximal | consecutive profit (count of wins) | 236.89 (8) | consecutive loss (count of losses) | -285.34 (4) |
Average | consecutive wins | 3 | consecutive losses | 2 |