| Symbol |
USDCAD (US Dollar Vs Canadian Dollar) |
| Period |
15 Minutes (M15) 2004.12.30 00:00 -
2006.12.29 22:45 (2004.12.30 - 2006.12.31) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
|
| |
| Bars in test |
53472 |
Ticks modelled |
3056626 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
111964.29 |
Gross profit |
248555.27 |
Gross loss |
-136590.98 |
| Profit factor |
1.82 |
Expected payoff |
285.62 |
|
|
| Absolute drawdown |
4.96 |
Maximal drawdown |
14974.13 (11.95%) |
Relative drawdown |
14.68% (6368.56) |
| |
| Total trades |
392 |
Short positions (won %) |
193 (54.40%) |
Long positions (won %) |
199 (76.88%) |
| |
Profit trades (% of total) |
258 (65.82%) |
Loss trades (% of total) |
134 (34.18%) |
| Largest |
profit trade |
2418.56 |
loss trade |
-3331.58 |
| Average |
profit trade |
963.39 |
loss trade |
-1019.34 |
| Maximum |
consecutive wins (profit in money) |
19 (27982.90) |
consecutive losses (loss in money) |
9 (-10622.99) |
| Maximal |
consecutive profit (count of wins) |
27982.90 (19) |
consecutive loss (count of losses) |
-10622.99 (9) |
| Average |
consecutive wins |
3 |
consecutive losses |
2 |