Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2003.05.19 10:00 - 2021.02.17 10:45 |
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 | 443935 | Ticks modelled | 275002259 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 442.06 | Gross profit | 1863.57 | Gross loss | -1421.51 |
Profit factor | 1.31 | Expected payoff | 0.15 | | |
Absolute drawdown | 10.11 | Maximal drawdown | 53.51 (0.51%) | Relative drawdown | 0.51% (53.51) |
|
Total trades | 2946 | Short positions (won %) | 1380 (65.51%) | Long positions (won %) | 1566 (66.03%) |
| Profit trades (% of total) | 1938 (65.78%) | Loss trades (% of total) | 1008 (34.22%) |
Largest | profit trade | 9.17 | loss trade | -12.92 |
Average | profit trade | 0.96 | loss trade | -1.41 |
Maximum | consecutive wins (profit in money) | 17 (12.35) | consecutive losses (loss in money) | 6 (-20.67) |
Maximal | consecutive profit (count of wins) | 24.70 (11) | consecutive loss (count of losses) | -20.67 (6) |
Average | consecutive wins | 3 | consecutive losses | 2 |