Symbol | EURCHF (Euro vs Swiss Franc) |
Period | 1 Hour (H1) 2004.07.05 00:00 - 2006.04.28 00:00 (2004.07.04 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false;
Main_data=" Trade Volume & Trade Method"; Lots=1; TakeProfit=150; InitialStop=70; TrailingStop=false;
SwingTrade=true;
PendingOrder=true;
PendOrdGap=10; BreakEven=30; BreakEvenGap=0; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=true;
MMRisk=0.12; MaxLoss=1000; |
|
Bars in test | 11553 | Ticks modelled | 1197180 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1303.73 | Gross profit | 3494.43 | Gross loss | -2190.70 |
Profit factor | 1.60 | Expected payoff | 81.48 | | |
Absolute drawdown | 137.06 | Maximal drawdown (%) | 1858.01 (15.9%) | | |
|
Total trades | 16 | Short positions (won %) | 9 (33.33%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 9 (56.25%) | Loss trades (% of total) | 7 (43.75%) |
Largest | profit trade | 1385.94 | loss trade | -801.32 |
Average | profit trade | 388.27 | loss trade | -312.96 |
Maximum | consecutive wins (profit in money) | 3 (1440.79) | consecutive losses (loss in money) | 3 (-516.31) |
Maximal | consecutive profit (count of wins) | 1440.79 (3) | consecutive loss (count of losses) | -1602.44 (2) |
Average | consecutive wins | 2 | consecutive losses | 2 |