Symbol | USDCHF (United States Dollar vs. Swiss Franc) |
Period | 4 Hours (H4) 2006.06.02 04:00 - 2006.09.15 20:00 (2006.07.30 - 2006.09.14) |
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 | 555 | Ticks modelled | 342273 | Modelling quality | 73.80% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 2359.63 | Gross profit | 8312.43 | Gross loss | -5952.81 |
Profit factor | 1.40 | Expected payoff | 14.05 | | |
Absolute drawdown | 61.05 | Maximal drawdown | 646.30 (8.60%) | Relative drawdown | 8.60% (646.30) |
|
Total trades | 168 | Short positions (won %) | 114 (51.75%) | Long positions (won %) | 54 (62.96%) |
| Profit trades (% of total) | 93 (55.36%) | Loss trades (% of total) | 75 (44.64%) |
Largest | profit trade | 231.60 | loss trade | -97.01 |
Average | profit trade | 89.38 | loss trade | -79.37 |
Maximum | consecutive wins (profit in money) | 7 (543.36) | consecutive losses (loss in money) | 3 (-268.39) |
Maximal | consecutive profit (count of wins) | 543.36 (7) | consecutive loss (count of losses) | -268.39 (3) |
Average | consecutive wins | 2 | consecutive losses | 1 |