| Symbol |
USDCHF (US Dollar Vs Swiss Franc) |
| Period |
15 Minutes (M15) 2004.09.01 00:00 -
2007.08.31 22:45 (2004.09.01 - 2007.09.01) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
Group1="===Trading Variables===";
_server_time=1; _trades_allowed=true;
_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=false;
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 |
79059 |
Ticks modelled |
3835563 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
104626.36 |
Gross profit |
260282.14 |
Gross loss |
-155655.79 |
| Profit factor |
1.67 |
Expected payoff |
142.54 |
|
|
| Absolute drawdown |
8086.30 |
Maximal drawdown |
12356.15 (56.03%) |
Relative drawdown |
85.30% (11106.19) |
| |
| Total trades |
734 |
Short positions (won %) |
294 (64.29%) |
Long positions (won %) |
440 (87.05%) |
| |
Profit trades (% of total) |
572 (77.93%) |
Loss trades (% of total) |
162 (22.07%) |
| Largest |
profit trade |
3530.58 |
loss trade |
-3194.80 |
| Average |
profit trade |
455.04 |
loss trade |
-960.84 |
| Maximum |
consecutive wins (profit in money) |
18 (7067.81) |
consecutive losses (loss in money) |
6 (-8191.47) |
| Maximal |
consecutive profit (count of wins) |
10567.00 (11) |
consecutive loss (count of losses) |
-8191.47 (6) |
| Average |
consecutive wins |
5 |
consecutive losses |
1 |
