Symbol | USDCHF (US Dollar vs Swiss Franc) |
Okres | 5 Minut (M5) 2004.06.16 19:50 - 2006.06.28 11:05 (2005.01.28 - 2006.06.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parametry | Lots=2; TakeProfit=100; StopLoss=90; TrailingStop=50; MinutesToClose=1150; ATRPeriod=5; ATRdivsor=2; Reverse=false;
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Słupki w tescie | 149612 | Ticks modelled | 2107149 | Modelling quality | 89.94% |
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Depozyt początkowy | 10000.00 | | | | |
Total net profit | 32952.66 | Gross profit | 73835.55 | Gross loss | -40882.89 |
Profit factor | 1.81 | Przewidywany zysk | 218.23 | | |
Absolute drawdown | 3558.44 | Maximal drawdown (%) | 4098.45 (13.7%) | | |
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Transakcji w sumie | 151 | Short positions (won %) | 76 (64.47%) | Long positions (won %) | 75 (68.00%) |
| Profit trades (% of total) | 100 (66.23%) | Loss trades (% of total) | 51 (33.77%) |
Największy | profit trade | 1711.31 | loss trade | -1554.80 |
Average | profit trade | 738.36 | loss trade | -801.63 |
Maximum | consecutive wins (profit in money) | 17 (13005.85) | consecutive losses (loss in money) | 4 (-3734.01) |
Maximal | consecutive profit (count of wins) | 13005.85 (17) | consecutive loss (count of losses) | -3734.01 (4) |
Średni | consecutive wins | 3 | consecutive losses | 1 |