Symbol | CADCHF (Canadian Dollar vs Swiss Franc) |
Period | 1 Minute (M1) 2017.01.02 00:05 - 2018.04.06 02:59 (2017.01.01 - 2018.05.21) |
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) |
Parameters | NUMERO_BARRE=300; MULTI=2.4; STEP_REF=10; GAP=1; fraz_atr=10; TICKVALUEURUSD=0.8424; producifile=false;
OutFileName="EURUSD1.csv"; OutReportName="GlobalDailyReport.csv"; producireport=false;
orareport=23; MIN_TPO=3; MAX_GAP=4; ore_wait_bracketing=0; NUMERO_CAMBI=28; lot=0.6; MAGIC_NUMBER=9090; ORDER_BRAKET=false;
STOP_TREND=true;
PERIOD=52; sog_ord=0.24; fbp=0.9; sfbp=0.97; STOP_LIMIT_RESPECT_HBRACKET=0.58; NMIN=25; DIST=0; fatt_tp=2; FTRAILING_STOP=0.5; FTRAILING_STEP=0.6; NGIORNI=5; UsaClose=true;
REF_ACT1=3; REF_DIR1=0; orewait=0; COMP_REF=4; TFF_REF=315; REF_ACT2=3; DAY_HIGH=false;
PIPVALUE=false;
RATE=180; multi_delta_perc=0.8; GIORNI_ATTESA=15; |
|
Bars in test | 464081 | Ticks modelled | 925712 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 2 |
Total net profit | -15.91 | Gross profit | 657.09 | Gross loss | -673.00 |
Profit factor | 0.98 | Expected payoff | -3.98 | | |
Absolute drawdown | 168.93 | Maximal drawdown | 1163.13 (10.43%) | Relative drawdown | 10.43% (1163.13) |
|
Total trades | 4 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) |
Largest | profit trade | 591.12 | loss trade | -654.63 |
Average | profit trade | 328.54 | loss trade | -336.50 |
Maximum | consecutive wins (profit in money) | 2 (657.09) | consecutive losses (loss in money) | 2 (-673.00) |
Maximal | consecutive profit (count of wins) | 657.09 (2) | consecutive loss (count of losses) | -673.00 (2) |
Average | consecutive wins | 2 | consecutive losses | 2 |