Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2003.05.19 10:00 - 2022.03.10 14:30 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | MM="==== Risk Management ===="; FixedLots=0.01; AutoMM=0; AutoMM_Max=50; RM="==== Recovery Mode ===="; RecoveryMode=false;
MMTrades=50; RecoveryFactor=10; RecoveryMultiplier=1.1; GS="==== General Settings ===="; LongTrades=true;
ShortTrades=true;
Magic=665566; EA_Coment="BFSPMT4"; MaxSpread=3; Slippage=2; TicksTrade=true;
StealthMode=true;
EmergencyStopDist=100; StopLoss=70; TakeProfit=100; TradeLifeTime=0; BandPeriod=10; MaxBreakEntry=20; BandBreakEntry=2; UseBandBreakExit=true;
BandBreakExit=-4; ATR_TF_FL=60; ATR_Per_FL=5; MaxATR_FL=50; ExitProfitOnReverse=12; Reverse_Bar_TF=1; UseTrendFilter=false;
MA_Fast_Period=15; MA_Slow_Period=30; MA_Trend_TF=15; Trend_Impulse=5; TS="==== Trailing Stop ===="; Trailing_Stop=false;
Trailing_Stop_Value=4; Trailing_Stop_After=7; ATR="==== Dynamic SL & TP ===="; Use_ATR_Profit=false;
ATR_Profit_Factor=0.115; Use_ATR_Stop=true;
ATR_SL_Factor=2.4; ATR_TF_SL=60; ATR_Per_SL=6; Min_ATR_SL=10; Max_ATR_SL=120; TM="==== Time Management System ===="; AllowedHour_ForBacktest=-1; MondayTrading=true;
MondayTradingHours="23"; TuesdayTrading=true;
TuesdayTradingHours="0,23"; WednesdayTrading=true;
WednesdayTradingHours="0,23"; ThursdayTrading=true;
ThursdayTradingHours="0,23"; FridayTrading=true;
FridayTradingHours="0"; SaturdayTrading=true;
SaturdayTradingHours=""; SundayTrading=true;
SundayTradingHours=""; SF="==== Wednesday Swap Filter ===="; WednesdaySwapFilter=true;
MaxNegSwapPips=-0.5; RF="==== Rollover Time & Spread Filter ===="; RolloverTimeFilter=true;
MinutesBefore=5; MinutesAfter=10; x_MaxSpreadFilter=true;
x_MaxSpread=2; NN="==== Notifications ===="; EMAIL_Notification=false;
PUSH_Notification=false;
G="===== GMT Settings ===="; GMT_Offset=2; Calculate_DST=true;
NF="==== News Filter Settings ===="; Avoid_News=false;
Include_Medium_News=false;
Filter_NFP_FOMC_ONLY=false;
Wait_Before_News=30; Wait_After_News=30; FE="==== Friday Exit ===="; FridayExit=false;
ExitHourFr=21; LastTradeHour=19; GRS="==== Grid System ===="; Grid_System=false;
Grid_Max_Trades=0; Grid_Distance=0; Grid_Trade_By_Signal_Only=true;
Grid_Signal_Period=15; Grid_Risk_Multiplier=1; Grid_Martingale=false;
Grid_Take_Profit=0; Grid_Take_Profit_Money=0; Grid_Stop_Loss=0; Grid_Stop_Loss_Money=0; |
|
Bars in test | 469974 | Ticks modelled | 286083658 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 375.97 | Gross profit | 831.36 | Gross loss | -455.39 |
Profit factor | 1.83 | Expected payoff | 0.17 | | |
Absolute drawdown | 0.24 | Maximal drawdown | 31.32 (0.30%) | Relative drawdown | 0.30% (31.32) |
|
Total trades | 2204 | Short positions (won %) | 1034 (74.08%) | Long positions (won %) | 1170 (73.59%) |
| Profit trades (% of total) | 1627 (73.82%) | Loss trades (% of total) | 577 (26.18%) |
Largest | profit trade | 3.09 | loss trade | -12.74 |
Average | profit trade | 0.51 | loss trade | -0.79 |
Maximum | consecutive wins (profit in money) | 35 (36.82) | consecutive losses (loss in money) | 14 (-3.68) |
Maximal | consecutive profit (count of wins) | 36.82 (35) | consecutive loss (count of losses) | -12.77 (2) |
Average | consecutive wins | 4 | consecutive losses | 2 |