Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 5 Minutes (M5) 2004.06.16 19:50 - 2006.06.29 00:00 (2005.06.28 - 2006.06.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=2; MoneyMngt=true;
MaximumRisk=0.2; DecreaseFactor=2; MinLots=0.5; MaxLots=2.5; TakeProfit=350; StopLoss=90; TrailingStop=50; MinutesToClose=1000; MinutesToNextTrade=1400; FirstJump=40; ATRPeriod=5; ATRdivsor=2; Reverse=false;
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Bars in test | 149746 | Ticks modelled | 2107263 | Modelling quality | 89.94% |
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Initial deposit | 10000.00 | | | | |
Total net profit | 37290.64 | Gross profit | 68266.39 | Gross loss | -30975.75 |
Profit factor | 2.20 | Expected payoff | 355.15 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 3827.86 (16.8%) | | |
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Total trades | 105 | Short positions (won %) | 52 (65.38%) | Long positions (won %) | 53 (58.49%) |
| Profit trades (% of total) | 65 (61.90%) | Loss trades (% of total) | 40 (38.10%) |
Largest | profit trade | 7058.30 | loss trade | -1873.64 |
Average | profit trade | 1050.25 | loss trade | -774.39 |
Maximum | consecutive wins (profit in money) | 11 (8486.66) | consecutive losses (loss in money) | 7 (-3316.76) |
Maximal | consecutive profit (count of wins) | 8486.66 (11) | consecutive loss (count of losses) | -3768.44 (3) |
Average | consecutive wins | 3 | consecutive losses | 2 |