Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2006.04.11 00:00 - 2006.10.11 00:00 (2006.04.11 - 2006.10.11) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false;
MM=false;
AccountIsMicro=false;
TakeProfit=42; StopLoss=84; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=5; SMA2Bars=9; Percent=0.0056; EnvelopePeriod=10; OSMAFast=5; OSMASlow=12; OSMASignal=11; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=5; Fast_Price=1; Slow_Period=20; Slow_Price=1; DVBuySell=0.00022; DVStayOut=0.0015; |
|
Bars in test | 57414 | Ticks modelled | 693048 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 21291.02 | Gross profit | 33457.83 | Gross loss | -12166.82 |
Profit factor | 2.75 | Expected payoff | 183.54 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 2374.50 (7.36%) | Relative drawdown | 7.36% (2374.50) |
|
Total trades | 116 | Short positions (won %) | 51 (86.27%) | Long positions (won %) | 65 (83.08%) |
| Profit trades (% of total) | 98 (84.48%) | Loss trades (% of total) | 18 (15.52%) |
Largest | profit trade | 380.54 | loss trade | -698.78 |
Average | profit trade | 341.41 | loss trade | -675.93 |
Maximum | consecutive wins (profit in money) | 16 (5606.21) | consecutive losses (loss in money) | 2 (-1331.47) |
Maximal | consecutive profit (count of wins) | 5606.21 (16) | consecutive loss (count of losses) | -1331.47 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |