Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 15 Minutes (M15) 2017.01.02 00:00 - 2020.12.17 12:30 (2017.01.01 - 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 | 99932 | Ticks modelled | 56350920 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | Spread | Variable |
Total net profit | -143.80 | Gross profit | 3996.12 | Gross loss | -4139.92 |
Profit factor | 0.97 | Expected payoff | -0.19 | | |
Absolute drawdown | 203.97 | Maximal drawdown | 2318.60 (73.03%) | Relative drawdown | 73.03% (2318.60) |
|
Total trades | 761 | Short positions (won %) | 391 (68.29%) | Long positions (won %) | 370 (63.24%) |
| Profit trades (% of total) | 501 (65.83%) | Loss trades (% of total) | 260 (34.17%) |
Largest | profit trade | 330.09 | loss trade | -480.26 |
Average | profit trade | 7.98 | loss trade | -15.92 |
Maximum | consecutive wins (profit in money) | 13 (56.28) | consecutive losses (loss in money) | 9 (-2353.51) |
Maximal | consecutive profit (count of wins) | 452.73 (3) | consecutive loss (count of losses) | -2353.51 (9) |
Average | consecutive wins | 3 | consecutive losses | 2 |