Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2006.01.02 00:45 - 2006.07.13 00:00 (2006.01.01 - 2006.07.13) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MA_Length=10; MA_Timeframe=15; Lots=1; MM=true;
RoundupLots=true;
AccountIsMicro=false;
SafePipsMinutes=240; SafePipsDistance=60; Percent=0.05; SafeArea=40; Risk=5; TakeProfit=30; StopLoss=300; TrailingStop=0; UseCloseSignal=false;
TradeFrom1=1; TradeUntil1=5; TradeFrom2=6; TradeUntil2=8; TradeFrom3=9; TradeUntil3=11; TradeFrom4=12; TradeUntil4=14; WantToGamble=true;
GambleFrom=9; GambleUntil=10; GambleFactor=2; UseSurf=false;
UseDivergence=false;
Fast_Period=23; Slow_Period=84; DVBuySell=0.0011; DVStayOut=0.0079; |
|
Bars in test | 32671 | Ticks modelled | 488700 | Modelling quality | 89.99% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2928.76 | Gross profit | 7590.17 | Gross loss | -4661.41 |
Profit factor | 1.63 | Expected payoff | 49.64 | | |
Absolute drawdown | 2644.82 | Maximal drawdown (%) | 2758.85 (27.3%) | | |
|
Total trades | 59 | Short positions (won %) | 39 (94.87%) | Long positions (won %) | 20 (95.00%) |
| Profit trades (% of total) | 56 (94.92%) | Loss trades (% of total) | 3 (5.08%) |
Largest | profit trade | 248.08 | loss trade | -2290.95 |
Average | profit trade | 135.54 | loss trade | -1553.80 |
Maximum | consecutive wins (profit in money) | 45 (6170.17) | consecutive losses (loss in money) | 1 (-2290.95) |
Maximal | consecutive profit (count of wins) | 6170.17 (45) | consecutive loss (count of losses) | -2290.95 (1) |
Average | consecutive wins | 14 | consecutive losses | 1 |