Symbol | USDCAD (US Dollar vs Canadian Dollar) |
Period | 15 Minutes (M15) 2017.02.16 02:00 - 2021.02.09 16:30 (2017.02.16 - 2021.02.16) |
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 | 100313 | Ticks modelled | 77802894 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | -89.39 | Gross profit | 240.39 | Gross loss | -329.79 |
Profit factor | 0.73 | Expected payoff | -0.12 | | |
Absolute drawdown | 91.91 | Maximal drawdown | 93.11 (0.93%) | Relative drawdown | 0.93% (93.11) |
|
Total trades | 756 | Short positions (won %) | 370 (51.62%) | Long positions (won %) | 386 (54.40%) |
| Profit trades (% of total) | 401 (53.04%) | Loss trades (% of total) | 355 (46.96%) |
Largest | profit trade | 5.02 | loss trade | -5.29 |
Average | profit trade | 0.60 | loss trade | -0.93 |
Maximum | consecutive wins (profit in money) | 7 (3.88) | consecutive losses (loss in money) | 7 (-8.93) |
Maximal | consecutive profit (count of wins) | 10.99 (5) | consecutive loss (count of losses) | -8.93 (7) |
Average | consecutive wins | 2 | consecutive losses | 2 |