| Symbol | USDCHFm (US Dollar vs Swiss Franc) |
| Period | Daily (D1) 2004.09.20 00:00 - 2006.04.19 00:00 |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | EAname="Pro-Gen_3"; ID_BASE=100000; LongBar=15; BarOpenPercent=0.5; MaxTrades=1; lots=1; stoploss=30; takeprofit=40; MM=false;
Risk=10; PairsTraded=0; UseClose=false;
TSactivation=40; TrailPips=5; UseHourTrade=false;
FromHourTrade=7; ToHourTrade=20; UseSimpleTF=false;
period=0; OneTradeperPeriod=false;
Alerts=false;
AlertOnlyMode=false;
WeekendMode=true;
hour_to_close=21; EMAconfirm=false;
LowEMA=10; HighEMA=16; EMAtf=0; UseStoOpen=false;
StoTF=1; Reverse=false;
UseObsoleteMethod=true;
OMwhenLossOnly=false;
ObsoleteMinutes=10; Use50maFilter=true;
MApips=10; UseTE=false;
badtrades=2; ReEnter=2; |
|
| Bars in test | 588 | Ticks modelled | 1258180 | Modelling quality | 74.71% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | -792.86 | Gross profit | 4102.16 | Gross loss | -4895.02 |
| Profit factor | 0.84 | Expected payoff | -2.35 | | |
| Absolute drawdown | 792.86 | Maximal drawdown (%) | 958.21 (9.4%) | | |
|
| Total trades | 337 | Short positions (won %) | 136 (39.71%) | Long positions (won %) | 201 (38.81%) |
| Profit trades (% of total) | 132 (39.17%) | Loss trades (% of total) | 205 (60.83%) |
| Largest | profit trade | 35.40 | loss trade | -26.39 |
| Average | profit trade | 31.08 | loss trade | -23.88 |
| Maximum | consecutive wins (profit in money) | 6 (186.67) | consecutive losses (loss in money) | 9 (-210.46) |
| Maximal | consecutive profit (count of wins) | 186.67 (6) | consecutive loss (count of losses) | -210.46 (9) |
| Average | consecutive wins | 2 | consecutive losses | 3 |