Symbol | CHFJPY (Swiss Franc vs Japanese Yen) |
Period | 5 Minutes (M5) 2003.08.07 11:20 - 2022.03.01 01:55 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | MM_Setting="Select the risk settings"; CheckForOtherInstances=true;
AllowOpeningNewTrades=true;
LotSizingMethod=0; LotSizingValueFixed=0.01; LotSizingValueDynamic=10000; LotSizingValueRiskPerTrade=5; MaximumLot=1000; UseEvenLotSize=false;
MaximumSpread=5; MaximumSpreadPending=0; MaximumSlippage=5; MaximumSymbols=5; MaximumCurrencies=2; AllowToBuySell=0; MinimumFreeMargin=0; MaximumDrawdown=100; MaximumDrawdownMoney=0; MaxDailyDrawdownLimitPercentFTMO=100; MaximumDrawdownAction=0; DrawdownCalculation=1; Time_Setting="Select hours/minutes/days to trade"; SmartTimeFilter=true;
TradeOnMonday=true;
TradeOnTuesday=true;
TradeOnWednesday=true;
TradeOnThursday=true;
TradeOnFriday=true;
HourToStartPlacingOrders=23; MinutesToStartPlacingOrders=0; HourToStopPlacingOrders=0; MinutesToStopPlacingOrders=59; HourToStopTrading=4; FridayExitHour=0; NY_HolidayFilter=true;
RolloverTimeFilter=true;
RolloverStartTime=55; RolloverEndTime=15; RemoveTakeProfit=false;
IncreaseStopLoss=0; Strategy_Setting="Select TP, SL and the symbols used"; Symbols="CHFJPY"; MinimumPriceRange=0; Stop_Loss=0; Stop_Loss_ATR=0; HideSL=false;
RandomizeLevels=false;
SwapFilter=true;
MaxNegativeSwapPips=0; ApplySwapFilterTo=1; NewsFilter_Setting="Advanced News Filter"; NewsFilterEnabled=true;
DisableTradingOnHolidays=false;
WaitMinutesBeforeEvent=180; WaitMinutesAfterEvent=120; ShowNewsList=false;
StockMarketFilter_Setting="Stock Market Crash Filter (SPX500 based)"; StockMarketFilterEnabled=false;
StockMarketSymbol="US500"; StockMarketFilterPeriod=48; MaxHistoricalVolatility=40; Additional_Setting="Change the comment and UID if needed"; TradeComment="Night Hunter"; UID=0; AdjustOrderPrice=0; AdjustTakeProfit=0; ShowPanel=true;
FontSize=6; Additional_Split="This option splits a Parent pending order into several Child orders"; NumberChildOrders=1; OffsetThePrice=true;
StepForOrderPrice=0.1; OffsetTakeProfit=false;
StepForTakeProfitPrice=0.1; Backtest_Setting="These settings only work in backtests"; DisableAutoGMT=false;
GMT_offset=2; DST=1; |
|
Bars in test | 1390660 | Ticks modelled | 398628460 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 965.01 | Gross profit | 1235.24 | Gross loss | -270.23 |
Profit factor | 4.57 | Expected payoff | 0.29 | | |
Absolute drawdown | 14.09 | Maximal drawdown | 20.26 (0.19%) | Relative drawdown | 0.19% (20.26) |
|
Total trades | 3331 | Short positions (won %) | 2043 (81.06%) | Long positions (won %) | 1288 (82.76%) |
| Profit trades (% of total) | 2722 (81.72%) | Loss trades (% of total) | 609 (18.28%) |
Largest | profit trade | 3.31 | loss trade | -18.48 |
Average | profit trade | 0.45 | loss trade | -0.44 |
Maximum | consecutive wins (profit in money) | 69 (42.91) | consecutive losses (loss in money) | 9 (-2.65) |
Maximal | consecutive profit (count of wins) | 42.91 (69) | consecutive loss (count of losses) | -18.48 (1) |
Average | consecutive wins | 6 | consecutive losses | 1 |