| 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 |
