Symbol | EURCHF (Euro vs Swiss Franc) |
Period | 15 Minutes (M15) 2006.02.20 00:00 - 2006.08.18 00:00 (2006.02.18 - 2006.08.18) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; iOSMABAR=0.0001; MyMAPeriod=130; MyDistance=0.0055; Percent=0.07; TakeProfit=90; StopLoss=80; TrailingStop=60; OSMAFast=20; OSMASlow=10; OSMASignal=4; MM=false;
RoundupLots=false;
AccountIsMicro=false;
EnvelopePeriod=14; Risk=5; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; |
|
Bars in test | 53508 | Ticks modelled | 552951 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7850.70 | Gross profit | 8459.64 | Gross loss | -608.94 |
Profit factor | 13.89 | Expected payoff | 523.38 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 608.94 (4.84%) | Relative drawdown | 4.84% (608.94) |
|
Total trades | 15 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 11 (90.91%) |
| Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) |
Largest | profit trade | 830.67 | loss trade | -608.94 |
Average | profit trade | 604.26 | loss trade | -608.94 |
Maximum | consecutive wins (profit in money) | 10 (5875.35) | consecutive losses (loss in money) | 1 (-608.94) |
Maximal | consecutive profit (count of wins) | 5875.35 (10) | consecutive loss (count of losses) | -608.94 (1) |
Average | consecutive wins | 7 | consecutive losses | 1 |