| Symbol | USDCAD (US Dollar Vs Canadian Dollar) |
| Period | 15 Minutes (M15) 2006.05.01 00:00 - 2008.04.28 23:45 (2006.04.29 - 2008.04.29) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Group1="===Trading Variables==="; _server_time=1; _short_trades=true;
_long_trades=true;
_max_takeprofit=320; _max_stoploss=150; _quick_be=100; _max_open_trades=50; _close_at_the_end_of_day=false;
_draw_pb_box=true;
_draw_stripes=true;
_draw_arrows=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=0; user_lot_size=1; no_risk_balance=0; account_risk_control=true;
enter_high_risk=true;
above_max_lots_ok=true;
bypass_margin_call=true;
Group3="===Money Management Variables==="; _move_to_break_even=true;
_trailing_stop_available=true;
_move_to_mid_TP=true;
_compromise_TP=true;
_neg_TS_available=false;
_move_to_mid_SL=true;
|
|
| Bars in test | 49980 | Ticks modelled | 2144108 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 58261.79 | Gross profit | 105953.58 | Gross loss | -47691.79 |
| Profit factor | 2.22 | Expected payoff | 192.92 | | |
| Absolute drawdown | 1238.94 | Maximal drawdown | 5049.60 (9.15%) | Relative drawdown | 19.94% (2182.22) |
|
| Total trades | 302 | Short positions (won %) | 157 (76.43%) | Long positions (won %) | 145 (75.17%) |
| Profit trades (% of total) | 229 (75.83%) | Loss trades (% of total) | 73 (24.17%) |
| Largest | profit trade | 3319.54 | loss trade | -1512.55 |
| Average | profit trade | 462.68 | loss trade | -653.31 |
| Maximum | consecutive wins (profit in money) | 20 (6140.54) | consecutive losses (loss in money) | 4 (-3374.18) |
| Maximal | consecutive profit (count of wins) | 9355.96 (15) | consecutive loss (count of losses) | -3374.18 (4) |
| Average | consecutive wins | 4 | consecutive losses | 1 |