| Symbol | USDCAD (US Dollar Vs Canadian Dollar) |
| Period | 15 Minutes (M15) 2005.10.02 23:00 - 2007.09.30 23:45 (2005.10.01 - 2007.10.01) |
| 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=400; _max_stoploss=300; _quick_be=50; _max_open_trades=10; _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 | 53999 | Ticks modelled | 2369052 | Modelling quality | 90.00% |
| Mismatched charts errors | 4055 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 13490.92 | Gross profit | 41731.99 | Gross loss | -28241.07 |
| Profit factor | 1.48 | Expected payoff | 63.94 | | |
| Absolute drawdown | 514.22 | Maximal drawdown | 3150.67 (12.55%) | Relative drawdown | 15.71% (2933.39) |
|
| Total trades | 211 | Short positions (won %) | 114 (78.95%) | Long positions (won %) | 97 (75.26%) |
| Profit trades (% of total) | 163 (77.25%) | Loss trades (% of total) | 48 (22.75%) |
| Largest | profit trade | 974.48 | loss trade | -1242.66 |
| Average | profit trade | 256.02 | loss trade | -588.36 |
| Maximum | consecutive wins (profit in money) | 17 (4298.59) | consecutive losses (loss in money) | 4 (-2908.87) |
| Maximal | consecutive profit (count of wins) | 4298.59 (17) | consecutive loss (count of losses) | -2908.87 (4) |
| Average | consecutive wins | 4 | consecutive losses | 1 |