Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2001.01.16 00:00 - 2006.06.01 00:00 (2001.01.16 - 2006.06.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- 20PipsExpert_v1 ----"; Magic=30000; Slippage=6; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; Data=" Input Data "; StartTime=4; MinuteforOpen=5; FridayTrade=1; InitialStop=100; TakeProfit=40; PendOrdGap=25; DaysBack=1; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; LossMax=1000; |
|
Bars in test | 132478 | Ticks modelled | 3913624 | Modelling quality | 90.00% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 947.40 | Gross profit | 4156.41 | Gross loss | -3209.00 |
Profit factor | 1.30 | Expected payoff | 4.99 | | |
Absolute drawdown | 34.23 | Maximal drawdown (%) | 361.93 (5.8%) | | |
|
Total trades | 190 | Short positions (won %) | 106 (76.42%) | Long positions (won %) | 84 (77.38%) |
| Profit trades (% of total) | 146 (76.84%) | Loss trades (% of total) | 44 (23.16%) |
Largest | profit trade | 35.12 | loss trade | -87.40 |
Average | profit trade | 28.47 | loss trade | -72.93 |
Maximum | consecutive wins (profit in money) | 14 (321.75) | consecutive losses (loss in money) | 3 (-237.60) |
Maximal | consecutive profit (count of wins) | 321.75 (14) | consecutive loss (count of losses) | -237.60 (3) |
Average | consecutive wins | 4 | consecutive losses | 1 |