Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 5 Minutes (M5) 2012.02.24 23:20 - 2012.04.19 19:55 (2012.01.02 - 2012.05.06) |
Model | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 11289 | Ticks modelled | 4319088 | Modelling quality | n/a |
Mismatched charts errors | 204 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 103.35 | Gross profit | 419.18 | Gross loss | -315.84 |
Profit factor | 1.33 | Expected payoff | 3.44 | | |
Absolute drawdown | 23.66 | Maximal drawdown | 380.62 (3.63%) | Relative drawdown | 3.63% (380.62) |
|
Total trades | 30 | Short positions (won %) | 16 (37.50%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 13 (43.33%) | Loss trades (% of total) | 17 (56.67%) |
Largest | profit trade | 91.36 | loss trade | -49.43 |
Average | profit trade | 32.24 | loss trade | -18.58 |
Maximum | consecutive wins (profit in money) | 4 (218.20) | consecutive losses (loss in money) | 5 (-92.60) |
Maximal | consecutive profit (count of wins) | 218.20 (4) | consecutive loss (count of losses) | -92.60 (5) |
Average | consecutive wins | 2 | consecutive losses | 3 |