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=0; |
|
Bars in test | 17063 | Ticks modelled | 550970 | Modelling quality | 80.40% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 412.50 | Gross profit | 5425.04 | Gross loss | -5012.53 |
Profit factor | 1.08 | Expected payoff | 20.63 | | |
Absolute drawdown | 2165.71 | Maximal drawdown | 2280.82 (44.59%) | Relative drawdown | 44.59% (2280.82) |
|
Total trades | 20 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 8 (40.00%) | Loss trades (% of total) | 12 (60.00%) |
Largest | profit trade | 1266.66 | loss trade | -945.33 |
Average | profit trade | 678.13 | loss trade | -417.71 |
Maximum | consecutive wins (profit in money) | 2 (1980.53) | consecutive losses (loss in money) | 5 (-2280.82) |
Maximal | consecutive profit (count of wins) | 1980.53 (2) | consecutive loss (count of losses) | -2280.82 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |