| 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=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 |
53999 |
Ticks modelled |
2369052 |
Modelling quality |
90.00% |
| Mismatched charts errors |
4055 |
|
|
|
|
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
29570.11 |
Gross profit |
66843.93 |
Gross loss |
-37273.82 |
| Profit factor |
1.79 |
Expected payoff |
140.14 |
|
|
| Absolute drawdown |
1634.59 |
Maximal drawdown |
4639.94 (15.71%) |
Relative drawdown |
18.78% (1934.30) |
| |
| 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 |
2436.18 |
loss trade |
-2257.50 |
| Average |
profit trade |
410.09 |
loss trade |
-776.54 |
| Maximum |
consecutive wins (profit in money) |
17 (8349.36) |
consecutive losses (loss in money) |
4 (-2908.20) |
| Maximal |
consecutive profit (count of wins) |
8349.36 (17) |
consecutive loss (count of losses) |
-2908.20 (4) |
| Average |
consecutive wins |
4 |
consecutive losses |
1 |
