| 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 | 2409482 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 3413.47 | Gross profit | 14457.02 | Gross loss | -11043.55 |
| Profit factor | 1.31 | Expected payoff | 35.93 | | |
| Absolute drawdown | 0.00 | Maximal drawdown | 1956.43 (13.04%) | Relative drawdown | 13.04% (1956.43) |
|
| Total trades | 95 | Short positions (won %) | 51 (50.98%) | Long positions (won %) | 44 (61.36%) |
| Profit trades (% of total) | 53 (55.79%) | Loss trades (% of total) | 42 (44.21%) |
| Largest | profit trade | 453.88 | loss trade | -762.63 |
| Average | profit trade | 272.77 | loss trade | -262.94 |
| Maximum | consecutive wins (profit in money) | 7 (2458.80) | consecutive losses (loss in money) | 4 (-811.33) |
| Maximal | consecutive profit (count of wins) | 2458.80 (7) | consecutive loss (count of losses) | -1569.52 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |