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Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 15 Minutes (M15) 1999.01.05 11:30 - 2016.02.26 23:45 (1999.01.01 - 2016.02.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | activation_code=""; aaa="***** General settings *****"; Allow_BUY=true; Allow_SELL=true; MagicNumber=654654; Auto_GMT=true; Calculate_DST=true; Manual_GMT_Offset=2; Recovery=false; Auto_Risk=0; Auto_Risk_Max=10; Lots=0.1; Slipage=1; Max_Spread=3; Stop_Loss=35; Take_Profit=38; TradesComment="Dynamic Pro Scalper"; HiddenMode=false; Close_On_Profit=false; bbb="***** Strategy settings *****"; Channel_Period=15; Exit_Distance=-12; Entry_Break=-1; Min_Volatility=20; Start_Trade_Hour=20; End_Trade_Hour=23; Exit_Profit_Pips=-9; Reverse_Profit=25; Exit_Minutes=160; Time_Profit_Pips=5; | ||||
Bars in test | 423234 | Ticks modelled | 119944969 | Modelling quality | 89.98% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | 20 | ||
Total net profit | 12798.77 | Gross profit | 29117.85 | Gross loss | -16319.08 |
Profit factor | 1.78 | Expected payoff | 3.19 | ||
Absolute drawdown | 0.73 | Maximal drawdown | 291.14 (2.33%) | Relative drawdown | 10.25% (75.49) |
Total trades | 4014 | Short positions (won %) | 2015 (72.11%) | Long positions (won %) | 1999 (76.34%) |
Profit trades (% of total) | 2979 (74.22%) | Loss trades (% of total) | 1035 (25.78%) | ||
Largest | profit trade | 53.08 | loss trade | -45.10 | |
Average | profit trade | 9.77 | loss trade | -15.77 | |
Maximum | consecutive wins (profit in money) | 29 (270.10) | consecutive losses (loss in money) | 6 (-187.53) | |
Maximal | consecutive profit (count of wins) | 325.30 (24) | consecutive loss (count of losses) | -204.18 (5) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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