Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) |
Period | 15 Minutes (M15) 2006.03.13 00:00 - 2006.09.12 00:00 (2006.03.12 - 2006.09.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=true;
MM=false;
AccountIsMicro=false;
TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true;
UseSignal2=true;
UseSignal3=true;
UseSignal4=true;
UseSignal5=true;
SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0; |
|
Bars in test | 55433 | Ticks modelled | 972823 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7204.76 | Gross profit | 11527.02 | Gross loss | -4322.26 |
Profit factor | 2.67 | Expected payoff | 122.11 | | |
Absolute drawdown | 222.57 | Maximal drawdown | 565.11 (3.18%) | Relative drawdown | 4.73% (516.25) |
|
Total trades | 59 | Short positions (won %) | 25 (76.00%) | Long positions (won %) | 34 (88.24%) |
| Profit trades (% of total) | 49 (83.05%) | Loss trades (% of total) | 10 (16.95%) |
Largest | profit trade | 313.29 | loss trade | -516.25 |
Average | profit trade | 235.25 | loss trade | -432.23 |
Maximum | consecutive wins (profit in money) | 10 (2301.29) | consecutive losses (loss in money) | 2 (-565.11) |
Maximal | consecutive profit (count of wins) | 2301.29 (10) | consecutive loss (count of losses) | -565.11 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |