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| Symbol | GBPCHF (Great Britain Pound vs Swiss Franc) | ||||
| Period | 15 Minutes (M15) 2014.01.02 09:00 - 2015.03.31 23:45 (2014.01.01 - 2015.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | SetName="GBPCHF b10"; xx0="--- Money Management:"; LotSize=0; Risk=5; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=3; RiskMax=20; CountMin=10; CountMax=32; RiskDivider=1; xx2="--- Settings: "; MaxSpread=3.1; UserTPpips=0; SLpips=43; HourForcedExitGMT=0; EndOfMonthDays=0; GMTOffset=2; xx2a="--- ATR filter: "; ATRfilter=false; ATRXHour=3; ATRXPips=40; xx5="--- Logic: "; Logic1=299996564; Logic2=190; Logic3=0; Logic4=924108651; Logic5=91508559; xxx5="--- Trading time "; HourStartGMT=21; MinuteStart=1; HourEndGMT=22; MinuteEnd=0; HourEndGMTMo=22; MinuteEndMo=10; xxx6="--- Trading by days "; TradeMon=true; TradeTue=true; TradeWed=true; TradeThu=true; TradeFri=false; xx6="--- Misc: "; Magic=9701; Comments="EW b10"; comment_color=Orange; box_color=Black; Shots=false; Verbose=true; | ||||
| Bars in test | 31642 | Ticks modelled | 15948545 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 490.65 | Gross profit | 718.29 | Gross loss | -227.65 |
| Profit factor | 3.16 | Expected payoff | 3.48 | ||
| Absolute drawdown | 8.65 | Maximal drawdown | 47.58 (3.77%) | Relative drawdown | 3.77% (47.58) |
| Total trades | 141 | Short positions (won %) | 77 (72.73%) | Long positions (won %) | 64 (79.69%) |
| Profit trades (% of total) | 107 (75.89%) | Loss trades (% of total) | 34 (24.11%) | ||
| Largest | profit trade | 20.63 | loss trade | -28.05 | |
| Average | profit trade | 6.71 | loss trade | -6.70 | |
| Maximum | consecutive wins (profit in money) | 9 (96.20) | consecutive losses (loss in money) | 3 (-23.05) | |
| Maximal | consecutive profit (count of wins) | 96.20 (9) | consecutive loss (count of losses) | -36.97 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |

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