Symbol | USDCHF (United States Dollar vs. Swiss Franc) |
Period | 1 Hour (H1) 2006.01.03 08:00 - 2006.08.11 23:00 (2006.01.02 - 2006.08.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; UseCloseSignal=true;
TakeProfit=50; StopLoss=100; TrailingStop=50; |
|
Bars in test | 17063 | Ticks modelled | 550970 | Modelling quality | 80.40% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 560.32 | Gross profit | 6459.68 | Gross loss | -5899.35 |
Profit factor | 1.09 | Expected payoff | 21.55 | | |
Absolute drawdown | 1887.20 | Maximal drawdown | 2388.10 (30.04%) | Relative drawdown | 42.17% (2269.47) |
|
Total trades | 26 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 14 (53.85%) | Loss trades (% of total) | 12 (46.15%) |
Largest | profit trade | 829.45 | loss trade | -945.33 |
Average | profit trade | 461.41 | loss trade | -491.61 |
Maximum | consecutive wins (profit in money) | 8 (3974.46) | consecutive losses (loss in money) | 5 (-2388.10) |
Maximal | consecutive profit (count of wins) | 3974.46 (8) | consecutive loss (count of losses) | -2388.10 (5) |
Average | consecutive wins | 3 | consecutive losses | 2 |