Symbol | USDCHFm (US Dollar vs Swiss Franc) |
Period | Daily (D1) 2005.04.15 00:00 - 2006.04.14 00:00 (2005.04.15 - 2006.04.15) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EAname="Pro-Gen_3"; ID_BASE=100000; LongBar=15; BarOpenPercent=0.5; MaxTrades=1; lots=1; stoploss=30; takeprofit=80; MM=false;
Risk=10; PairsTraded=0; UseClose=false;
TSactivation=40; TrailPips=5; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseSimpleTF=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=false;
hour_to_close=21; EMAconfirm=false;
LowEMA=10; HighEMA=16; EMAtf=0; UseStoOpen=false;
StoTF=1; Reverse=false;
UseObsoleteMethod=true;
OMwhenLossOnly=false;
ObsoleteMinutes=30; |
|
Bars in test | 512 | Ticks modelled | 4847655 | Modelling quality | 51.81% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 107921.96 | Gross profit | 113882.22 | Gross loss | -5960.26 |
Profit factor | 19.11 | Expected payoff | 50.13 | | |
Absolute drawdown | 74.67 | Maximal drawdown (%) | 266.45 (0.2%) | | |
|
Total trades | 2153 | Short positions (won %) | 1511 (89.94%) | Long positions (won %) | 642 (83.49%) |
| Profit trades (% of total) | 1895 (88.02%) | Loss trades (% of total) | 258 (11.98%) |
Largest | profit trade | 67.80 | loss trade | -25.51 |
Average | profit trade | 60.10 | loss trade | -23.10 |
Maximum | consecutive wins (profit in money) | 342 (21333.60) | consecutive losses (loss in money) | 6 (-138.92) |
Maximal | consecutive profit (count of wins) | 21333.60 (342) | consecutive loss (count of losses) | -138.92 (6) |
Average | consecutive wins | 10 | consecutive losses | 1 |