| Symbol | USDCHF (US Dollar Vs Swiss Franc) |
| Period | 15 Minutes (M15) 2006.10.23 00:00 - 2008.11.05 23:00 (2006.10.21 - 2009.10.21) |
| 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=550; _max_stoploss=225; _quick_be=50; _max_open_trades=100; _max_trades_this_pair=20; _draw_pb_shapes=true;
trades_slippage=2; Group2="===Risk Management Variables==="; Value_At_Risk=18.02; user_lot_size=1; no_risk_balance=0; account_risk_control=false;
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;
_manage_multi_trades=true;
_profit_cap=95; _loss_cap=25; cap_dollar_flex=0; EndLine="===End of User Variables==="; |
|
| Bars in test | 50746 | Ticks modelled | 3808431 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 212601.95 | Gross profit | 652608.24 | Gross loss | -440006.30 |
| Profit factor | 1.48 | Expected payoff | 908.56 | | |
| Absolute drawdown | 2491.51 | Maximal drawdown | 156065.33 (53.82%) | Relative drawdown | 75.28% (59770.48) |
|
| Total trades | 234 | Short positions (won %) | 107 (88.79%) | Long positions (won %) | 127 (44.09%) |
| Profit trades (% of total) | 151 (64.53%) | Loss trades (% of total) | 83 (35.47%) |
| Largest | profit trade | 52307.95 | loss trade | -44577.08 |
| Average | profit trade | 4321.91 | loss trade | -5301.28 |
| Maximum | consecutive wins (profit in money) | 9 (29000.15) | consecutive losses (loss in money) | 4 (-22236.15) |
| Maximal | consecutive profit (count of wins) | 132764.71 (8) | consecutive loss (count of losses) | -44577.08 (1) |
| Average | consecutive wins | 3 | consecutive losses | 2 |