Symbol | USDCAD (US Dollar vs Canadian Dollar) |
Period | 15 Minutes (M15) 2003.08.18 11:45 - 2021.02.17 14:30 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | s_1="------ Main Settings ------"; Allow_BUY=true;
Allow_SELL=true;
Stop_Loss=0; Take_Profit=0; Slippage=1; Max_Spread=0; Hidden_Mode=false;
Close_On_Profit=false;
Magic_Number=913178; Robot_Comment="FX365 Asian Scalper"; s_2="------ Money Management Settings ------"; Risk=0; Lots=0.01; Loss_Recovery=false;
Max_Recovery_Risk=10; s_3="------ GMT Offset Settings ------"; GMT_Offset=2; DST=true;
s_4="------ Trading Strategy Settings ------"; Trading_Hours="default"; Channel_Period=0; Exit_Distance=0; Entry_Break=0; Min_Volatility=0; Exit_Profit_Pips=0; Reverse_Profit=0; Exit_Minutes=0; Time_Profit_Pips=0; s_5="------ Monday Settings ------"; Monday_Start_Hour=0; s_6="------ Friday Settings ------"; Friday_Last_Trade_Hour=23; Friday_Close_Trades=false;
Friday_Close_Hour=22; Friday_Close_Minutes=30; s_7="------ Additional Trades Settings ------"; Additional_Trades=false;
Max_Add_Trades=0; Add_Trades_Distance=0; Open_Add_By_Signal=2; Add_Trades_Signal_TF=0; Add_Trades_Lots_Multiplier=1; Take_Profit_With_Adds=0; Take_Profit_Money_With_Adds=0; Stop_Loss_With_Adds=0; s_8="------ Notification Settings ------"; Email_Notification=false;
Mobile_Push_Notification=false;
|
|
Bars in test | 437710 | Ticks modelled | 265014041 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 420.92 | Gross profit | 2157.40 | Gross loss | -1736.48 |
Profit factor | 1.24 | Expected payoff | 0.10 | | |
Absolute drawdown | 3.98 | Maximal drawdown | 115.36 (1.10%) | Relative drawdown | 1.10% (115.36) |
|
Total trades | 4294 | Short positions (won %) | 2086 (65.44%) | Long positions (won %) | 2208 (67.03%) |
| Profit trades (% of total) | 2845 (66.26%) | Loss trades (% of total) | 1449 (33.74%) |
Largest | profit trade | 11.06 | loss trade | -6.40 |
Average | profit trade | 0.76 | loss trade | -1.20 |
Maximum | consecutive wins (profit in money) | 28 (18.39) | consecutive losses (loss in money) | 8 (-15.20) |
Maximal | consecutive profit (count of wins) | 23.82 (8) | consecutive loss (count of losses) | -17.86 (6) |
Average | consecutive wins | 3 | consecutive losses | 2 |