Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 4 Hours (H4) 2006.05.23 20:00 - 2006.09.18 00:00 (2006.01.01 - 2006.09.18) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | UseEmail=true;
UseMM=true;
Risk=5; Lots=0.1; UseDots=true;
UseCross=false;
UseStartNewBar=false;
UseCloseSignal=true;
CrossAdj=5; TakeProfit=200; TrailingStop=30; StopLoss=30; UseHedgeOrders=false;
HedgeRisk=5; HedgeLots=0.1; HedgeTakeProfit=200; HedgeStopLoss=50; HedgeTrailingStop=10; ExtDepth=12; ExtDeviation=5; ExtBackstep=3; lastlow=0; lasthigh=0; AllBars=0; Otstup=30; Per=9; |
|
Bars in test | 598 | Ticks modelled | 449855 | Modelling quality | 52.23% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 191103.11 | Gross profit | 573754.12 | Gross loss | -382651.01 |
Profit factor | 1.50 | Expected payoff | 156.77 | | |
Absolute drawdown | 61.78 | Maximal drawdown | 15857.87 (8.62%) | Relative drawdown | 10.89% (7867.33) |
|
Total trades | 1219 | Short positions (won %) | 658 (66.41%) | Long positions (won %) | 561 (76.65%) |
| Profit trades (% of total) | 867 (71.12%) | Loss trades (% of total) | 352 (28.88%) |
Largest | profit trade | 5588.24 | loss trade | -2442.07 |
Average | profit trade | 661.77 | loss trade | -1087.08 |
Maximum | consecutive wins (profit in money) | 38 (7187.50) | consecutive losses (loss in money) | 5 (-6834.03) |
Maximal | consecutive profit (count of wins) | 34966.32 (29) | consecutive loss (count of losses) | -6834.03 (5) |
Average | consecutive wins | 3 | consecutive losses | 1 |