Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2005.01.03 00:00 - 2020.12.17 12:15 (2005.01.01 - 2020.12.22) |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | qw0="--- Basic parameters ---"; fNS=true;
fTrBuy=true;
fTrSell=true;
fHO=true;
Flag_Use_hedge=true;
iMO=100; sPosComm="EA Gold Stuff"; dVol=0.01; fA_MM=false;
iAuLot=1000; MM=1.5; iDist=200; dML=500; TP=100; SL=0; iTS=7000; iTD=1000; flag_Close_ot_Obr=false;
iMaxS=0; iStart_H=0; iEnd_H=0; Reduction=true;
ReductionOrderNumber=6; ReductionPercent=3; fDraw=true;
Font_Metki="Verdana"; Size_Metki=14; ColorText_Metki=White; Color_Fon_Metki=Green; MinuteStop=0; Magic=111; qw1="--- Gold trading paremeters ---"; TF=0; Deviation=2; qw4="--- Panel Parametrs ---"; X1=10; Y1=100; cCIP=Gainsboro; cCB=DarkGray; cCT=DimGray; cOpClBut=DarkOrchid; cTrNSStr1=Green; cTrNSStr2=Red; cTimeTerminal=Blue; Font="Arial"; FontSize=10; |
|
Bars in test | 399825 | Ticks modelled | 265769866 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | Spread | Variable |
Total net profit | 2934.75 | Gross profit | 23782.32 | Gross loss | -20847.57 |
Profit factor | 1.14 | Expected payoff | 0.98 | | |
Absolute drawdown | 351.40 | Maximal drawdown | 8957.78 (69.48%) | Relative drawdown | 69.48% (8957.78) |
|
Total trades | 2988 | Short positions (won %) | 1496 (69.85%) | Long positions (won %) | 1492 (70.44%) |
| Profit trades (% of total) | 2096 (70.15%) | Loss trades (% of total) | 892 (29.85%) |
Largest | profit trade | 723.52 | loss trade | -2157.92 |
Average | profit trade | 11.35 | loss trade | -23.37 |
Maximum | consecutive wins (profit in money) | 17 (25.83) | consecutive losses (loss in money) | 7 (-9052.36) |
Maximal | consecutive profit (count of wins) | 945.43 (5) | consecutive loss (count of losses) | -9052.36 (7) |
Average | consecutive wins | 4 | consecutive losses | 2 |