Symbol | USDCHF (US Dollar vs Swiss Franc) |
Period | 30 Minutes (M30) 2004.08.04 00:00 - 2006.04.28 00:00 (2004.08.04 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- StepMAExpert_v1.4 ----"; Magic=1007; Slippage=6; Trace=false;
Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; TrailingStopMode=1; TrailingStop=0; SwingTrade=true;
PendingOrder=false;
PendOrdGap=10; SessionStart=0; SessionEnd=24; FilterPeriod=50; Long_Trade=" Input data for Long Positions"; StepSizeLong=36; HighLowLong=false;
MomPeriodLong=1; DeltaLong=4; DeltaLongExit=5; StopSizeLong=55; ProfitSizeLong=55; InitialStopLong=80; TakeProfitLong=100; BreakEvenLong=45; BreakEvenGapLong=0; Short_Trade=" Input data for Short Positions "; StepSizeShort=36; HighLowShort=false;
MomPeriodShort=1; DeltaShort=2; DeltaShortExit=4; StopSizeShort=15; ProfitSizeShort=0; InitialStopShort=35; TakeProfitShort=0; BreakEvenShort=35; BreakEvenGapShort=5; MM_Parameters=" MoneyManagement by L.Williams "; MM=false;
Risk=0.15; LossMax=1000; |
|
Bars in test | 23112 | Ticks modelled | 1613467 | Modelling quality | 90.00% |
|
Initial deposit | 25000.00 | | | | |
Total net profit | 1347.70 | Gross profit | 3665.75 | Gross loss | -2318.05 |
Profit factor | 1.58 | Expected payoff | 9.56 | | |
Absolute drawdown | 95.13 | Maximal drawdown (%) | 302.95 (1.2%) | | |
|
Total trades | 141 | Short positions (won %) | 71 (45.07%) | Long positions (won %) | 70 (65.71%) |
| Profit trades (% of total) | 78 (55.32%) | Loss trades (% of total) | 63 (44.68%) |
Largest | profit trade | 166.74 | loss trade | -73.81 |
Average | profit trade | 47.00 | loss trade | -36.79 |
Maximum | consecutive wins (profit in money) | 6 (409.71) | consecutive losses (loss in money) | 6 (-239.50) |
Maximal | consecutive profit (count of wins) | 409.71 (6) | consecutive loss (count of losses) | -239.50 (6) |
Average | consecutive wins | 2 | consecutive losses | 2 |