| Symbol | USDCHF (US Dollar Vs Swiss Franc) |
| Period | 15 Minutes (M15) 2005.02.24 00:00 - 2007.02.23 22:45 (2006.08.24 - 2007.02.24) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | _server_time=1; Value_At_Risk=5; _trades_allowed=true;
no_risk_balance=0; user_lot_size=1; _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;
account_risk_control=true;
enter_high_risk=false;
_max_open_trades=10; _close_at_the_end_of_day=false;
|
|
| Bars in test | 50325 | Ticks modelled | 2409776 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | -2524.73 | Gross profit | 10589.15 | Gross loss | -13113.87 |
| Profit factor | 0.81 | Expected payoff | -20.36 | | |
| Absolute drawdown | 2524.73 | Maximal drawdown | 4180.37 (35.87%) | Relative drawdown | 35.87% (4180.37) |
|
| Total trades | 124 | Short positions (won %) | 55 (43.64%) | Long positions (won %) | 69 (50.72%) |
| Profit trades (% of total) | 59 (47.58%) | Loss trades (% of total) | 65 (52.42%) |
| Largest | profit trade | 441.28 | loss trade | -611.39 |
| Average | profit trade | 179.48 | loss trade | -201.75 |
| Maximum | consecutive wins (profit in money) | 6 (1817.11) | consecutive losses (loss in money) | 8 (-1322.26) |
| Maximal | consecutive profit (count of wins) | 1817.11 (6) | consecutive loss (count of losses) | -1322.26 (8) |
| Average | consecutive wins | 2 | consecutive losses | 2 |