Symbol | USDCAD (US Dollar vs Canadian Dollar) |
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 | 11590 | Ticks modelled | 1141404 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2232.74 | Gross profit | 7892.50 | Gross loss | -5659.76 |
Profit factor | 1.39 | Expected payoff | 97.08 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 2621.53 (20.6%) | | |
|
Total trades | 23 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) |
Largest | profit trade | 1668.82 | loss trade | -862.84 |
Average | profit trade | 526.17 | loss trade | -707.47 |
Maximum | consecutive wins (profit in money) | 8 (2752.91) | consecutive losses (loss in money) | 2 (-1670.55) |
Maximal | consecutive profit (count of wins) | 2752.91 (8) | consecutive loss (count of losses) | -1670.55 (2) |
Average | consecutive wins | 3 | consecutive losses | 2 |