Symbol | USDCAD (US Dollar vs Canadian Dollar) |
Period | 1 Hour (H1) 2003.10.23 00:00 - 2006.09.15 22:00 |
Model | Open prices only (fastest method to analyze the bar just completed) |
Parameters | StartSessionTime="23:00"; EndSessionTime="22:00"; Lots=1; UseServerTime=true;
DeleteVPFileWhenRead=false;
Adjust=0; SL=0; TP=0; uniqueMagic=20060818; TimeNow=0; |
|
Bars in test | 17895 | Ticks modelled | 35690 | Modelling quality | n/a |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 18100.45 | Gross profit | 39418.93 | Gross loss | -21318.47 |
Profit factor | 1.85 | Expected payoff | 362.01 | | |
Absolute drawdown | 2486.56 | Maximal drawdown | 7196.17 (48.92%) | Relative drawdown | 48.92% (7196.17) |
|
Total trades | 50 | Short positions (won %) | 25 (76.00%) | Long positions (won %) | 25 (68.00%) |
| Profit trades (% of total) | 36 (72.00%) | Loss trades (% of total) | 14 (28.00%) |
Largest | profit trade | 10486.06 | loss trade | -3563.01 |
Average | profit trade | 1094.97 | loss trade | -1522.75 |
Maximum | consecutive wins (profit in money) | 9 (7282.56) | consecutive losses (loss in money) | 3 (-3995.61) |
Maximal | consecutive profit (count of wins) | 11089.28 (2) | consecutive loss (count of losses) | -3995.61 (3) |
Average | consecutive wins | 3 | consecutive losses | 1 |