| Symbol | USDCHF (US Dollar Vs Swiss Franc) |
| Period | 15 Minutes (M15) 2006.02.13 00:00 - 2008.02.11 23:45 (2006.02.12 - 2008.02.12) |
| 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=600; _max_stoploss=250; _quick_be=250; _max_open_trades=200; _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=5; 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=false;
|
|
| Bars in test | 54135 | Ticks modelled | 2895892 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 19045.67 | Gross profit | 82673.80 | Gross loss | -63628.13 |
| Profit factor | 1.30 | Expected payoff | 81.74 | | |
| Absolute drawdown | 116.27 | Maximal drawdown | 11699.78 (36.99%) | Relative drawdown | 36.99% (11699.78) |
|
| Total trades | 233 | Short positions (won %) | 110 (80.91%) | Long positions (won %) | 123 (68.29%) |
| Profit trades (% of total) | 173 (74.25%) | Loss trades (% of total) | 60 (25.75%) |
| Largest | profit trade | 1595.18 | loss trade | -1531.59 |
| Average | profit trade | 477.88 | loss trade | -1060.47 |
| Maximum | consecutive wins (profit in money) | 10 (6926.20) | consecutive losses (loss in money) | 4 (-5703.44) |
| Maximal | consecutive profit (count of wins) | 6926.20 (10) | consecutive loss (count of losses) | -5703.44 (4) |
| Average | consecutive wins | 5 | consecutive losses | 2 |