| Symbol | USDCAD (US Dollar vs Canadian Dollar) |
| Period | 1 Hour (H1) 2007.01.02 09:00 - 2007.09.07 23:00 (2007.01.01 - 2008.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Lots=1; StopLoss=40; TakeProfit=0; SplitProfits=true;
TrailingStop=true;
LotPlus=true;
ReOpenPos=true;
FastProfits=false;
BreakEven=true;
Gap=0; ClearSymbols=false;
Serial=""; |
|
| Bars in test | 9275 | Ticks modelled | 571826 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 8266.43 | Gross profit | 24024.45 | Gross loss | -15758.02 |
| Profit factor | 1.52 | Expected payoff | 23.96 | | |
| Absolute drawdown | 753.55 | Maximal drawdown | 1845.27 (9.28%) | Relative drawdown | 11.15% (1313.23) |
|
| Total trades | 345 | Short positions (won %) | 181 (73.48%) | Long positions (won %) | 164 (68.90%) |
| Profit trades (% of total) | 246 (71.30%) | Loss trades (% of total) | 99 (28.70%) |
| Largest | profit trade | 753.96 | loss trade | -378.25 |
| Average | profit trade | 97.66 | loss trade | -159.17 |
| Maximum | consecutive wins (profit in money) | 15 (2545.34) | consecutive losses (loss in money) | 3 (-771.82) |
| Maximal | consecutive profit (count of wins) | 2545.34 (15) | consecutive loss (count of losses) | -771.82 (3) |
| Average | consecutive wins | 3 | consecutive losses | 1 |