Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 1 Minute (M1) 2005.09.01 00:00 - 2006.09.29 00:00 (2005.09.01 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotPercentage=8; MinVal=5000; OpenOrder=0; OrderFlag=0; StopLossVal=50; TimePeriod=30; PointAdjust=0.0001; |
|
Bars in test | 743752 | Ticks modelled | 1802545 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2683498.48 | Gross profit | 2991897.76 | Gross loss | -308399.28 |
Profit factor | 9.70 | Expected payoff | 8684.46 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 51609.02 (1.97%) | Relative drawdown | 15.45% (11623.24) |
|
Total trades | 309 | Short positions (won %) | 162 (80.25%) | Long positions (won %) | 147 (90.48%) |
| Profit trades (% of total) | 263 (85.11%) | Loss trades (% of total) | 46 (14.89%) |
Largest | profit trade | 128721.62 | loss trade | -40591.01 |
Average | profit trade | 11376.04 | loss trade | -6704.33 |
Maximum | consecutive wins (profit in money) | 49 (473432.43) | consecutive losses (loss in money) | 4 (-8747.91) |
Maximal | consecutive profit (count of wins) | 784214.96 (23) | consecutive loss (count of losses) | -40591.01 (1) |
Average | consecutive wins | 8 | consecutive losses | 1 |