| Symbol | USDCHF (US Dollar Vs Swiss Franc) |
| Period | 15 Minutes (M15) 2004.12.31 00:00 - 2006.12.31 00:00 (2004.12.31 - 2006.12.31) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | |
|
| Bars in test | 64351 | Ticks modelled | 2509691 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 70835.34 | Gross profit | 150940.12 | Gross loss | -80104.79 |
| Profit factor | 1.88 | Expected payoff | 144.86 | | |
| Absolute drawdown | 1287.25 | Maximal drawdown | 8868.53 (39.22%) | Relative drawdown | 39.22% (8868.53) |
|
| Total trades | 489 | Short positions (won %) | 211 (49.76%) | Long positions (won %) | 278 (58.63%) |
| Profit trades (% of total) | 268 (54.81%) | Loss trades (% of total) | 221 (45.19%) |
| Largest | profit trade | 2309.70 | loss trade | -2130.10 |
| Average | profit trade | 563.21 | loss trade | -362.47 |
| Maximum | consecutive wins (profit in money) | 9 (6228.27) | consecutive losses (loss in money) | 8 (-3112.20) |
| Maximal | consecutive profit (count of wins) | 6228.27 (9) | consecutive loss (count of losses) | -5133.52 (5) |
| Average | consecutive wins | 2 | consecutive losses | 2 |