| Symbol | USDCHF (US Dollar Vs Swiss Franc) |
| Period | 15 Minutes (M15) 2005.10.03 00:00 - 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=400; _quick_be=150; _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=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=false;
|
|
| Bars in test | 54006 | Ticks modelled | 2281554 | Modelling quality | 90.00% |
| Mismatched charts errors | 135 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 66211.99 | Gross profit | 152344.54 | Gross loss | -86132.55 |
| Profit factor | 1.77 | Expected payoff | 135.13 | | |
| Absolute drawdown | 1706.03 | Maximal drawdown | 9500.20 (12.76%) | Relative drawdown | 24.71% (3441.56) |
|
| Total trades | 490 | Short positions (won %) | 197 (68.53%) | Long positions (won %) | 293 (85.32%) |
| Profit trades (% of total) | 385 (78.57%) | Loss trades (% of total) | 105 (21.43%) |
| Largest | profit trade | 2411.13 | loss trade | -2871.84 |
| Average | profit trade | 395.70 | loss trade | -820.31 |
| Maximum | consecutive wins (profit in money) | 18 (7065.24) | consecutive losses (loss in money) | 4 (-3325.42) |
| Maximal | consecutive profit (count of wins) | 8206.91 (12) | consecutive loss (count of losses) | -4674.71 (3) |
| Average | consecutive wins | 5 | consecutive losses | 1 |