| Symbol |
USDCHF (US Dollar Vs Swiss Franc) |
| Period |
15 Minutes (M15) 2004.12.31 00:00 -
2006.12.31 00:00 (2004.12.31 - 2006.12.31) |
| Model |
Every tick (based on all available
least timeframes with fractal interpolation of every
tick) |
| Parameters |
|
| |
| Bars in test |
64351 |
Ticks modelled |
2509691 |
Modelling quality |
90.00% |
| |
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
70835.34 |
Gross profit |
150940.12 |
Gross loss |
-80104.79 |
| Profit factor |
1.88 |
Expected payoff |
144.86 |
|
|
| Absolute drawdown |
1287.25 |
Maximal drawdown |
8868.53 (39.22%) |
Relative drawdown |
39.22% (8868.53) |
| |
| Total trades |
489 |
Short positions (won %) |
211 (49.76%) |
Long positions (won %) |
278 (58.63%) |
| |
Profit trades (% of total) |
268 (54.81%) |
Loss trades (% of total) |
221 (45.19%) |
| Largest |
profit trade |
2309.70 |
loss trade |
-2130.10 |
| Average |
profit trade |
563.21 |
loss trade |
-362.47 |
| Maximum |
consecutive wins (profit in money) |
9 (6228.27) |
consecutive losses (loss in money) |
8 (-3112.20) |
| Maximal |
consecutive profit (count of wins) |
6228.27 (9) |
consecutive loss (count of losses) |
-5133.52 (5) |
| Average |
consecutive wins |
2 |
consecutive losses |
2 |