| Symbol | USDCHF (US Dollar Vs Swiss Franc) |
| Period | 15 Minutes (M15) 2005.02.24 00:00 - 2007.02.23 22:45 (2005.02.24 - 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=0; _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 | 32831.35 | Gross profit | 76956.93 | Gross loss | -44125.58 |
| Profit factor | 1.74 | Expected payoff | 81.67 | | |
| Absolute drawdown | 232.08 | Maximal drawdown | 3494.59 (7.58%) | Relative drawdown | 11.73% (1813.84) |
|
| Total trades | 402 | Short positions (won %) | 187 (53.48%) | Long positions (won %) | 215 (61.40%) |
| Profit trades (% of total) | 232 (57.71%) | Loss trades (% of total) | 170 (42.29%) |
| Largest | profit trade | 1929.50 | loss trade | -3000.22 |
| Average | profit trade | 331.71 | loss trade | -259.56 |
| Maximum | consecutive wins (profit in money) | 12 (4268.21) | consecutive losses (loss in money) | 9 (-1322.05) |
| Maximal | consecutive profit (count of wins) | 5060.26 (9) | consecutive loss (count of losses) | -3000.22 (1) |
| Average | consecutive wins | 2 | consecutive losses | 2 |