| Symbol |
EURCHF (Euro vs. Swiss Franc) |
| Period |
5 Minutes (M5) 2010.01.21 22:30 - 2010.03.11 08:35 |
| Model |
Every tick (the most precise method based on all available least timeframes) |
| Parameters |
SetOpenLot=1; |
|
| Bars in test |
9273 |
Ticks modelled |
175210 |
Modelling quality |
89.03% |
| Mismatched charts errors |
4 |
|
|
|
|
|
| Initial deposit |
10000.00 |
|
|
|
|
| Total net profit |
5908.16 |
Gross profit |
6261.26 |
Gross loss |
-353.11 |
| Profit factor |
17.73 |
Expected payoff |
45.45 |
|
|
| Absolute drawdown |
139.33 |
Maximal drawdown |
1584.59 (13.17%) |
Relative drawdown |
13.17% (1584.59) |
|
| Total trades |
130 |
Short positions (won %) |
85 (95.29%) |
Long positions (won %) |
45 (95.56%) |
|
Profit trades (% of total) |
124 (95.38%) |
Loss trades (% of total) |
6 (4.62%) |
| Largest |
profit trade |
59.03 |
loss trade |
-167.35 |
| Average |
profit trade |
50.49 |
loss trade |
-58.85 |
| Maximum |
consecutive wins (profit in money) |
50 (2318.40) |
consecutive losses (loss in money) |
1 (-167.35) |
| Maximal |
consecutive profit (count of wins) |
2318.40 (50) |
consecutive loss (count of losses) |
-167.35 (1) |
| Average |
consecutive wins |
21 |
consecutive losses |
1 |
