Symbol | USDCAD (US Dollar vs Canadian Dollar) |
Period | 1 Minute (M1) 2005.09.01 00:01 - 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=35; TimePeriod=30; PointAdjust=0; |
|
Bars in test | 581693 | Ticks modelled | 1193322 | Modelling quality | 25.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 333569.36 | Gross profit | 443142.32 | Gross loss | -109572.96 |
Profit factor | 4.04 | Expected payoff | 811.60 | | |
Absolute drawdown | 908.71 | Maximal drawdown | 10825.48 (7.82%) | Relative drawdown | 39.78% (9477.82) |
|
Total trades | 411 | Short positions (won %) | 224 (73.66%) | Long positions (won %) | 187 (77.01%) |
| Profit trades (% of total) | 309 (75.18%) | Loss trades (% of total) | 102 (24.82%) |
Largest | profit trade | 28898.28 | loss trade | -8877.13 |
Average | profit trade | 1434.12 | loss trade | -1074.24 |
Maximum | consecutive wins (profit in money) | 31 (127710.17) | consecutive losses (loss in money) | 6 (-2292.89) |
Maximal | consecutive profit (count of wins) | 127710.17 (31) | consecutive loss (count of losses) | -10196.47 (3) |
Average | consecutive wins | 5 | consecutive losses | 2 |