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Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | Daily (D1) 2001.01.01 00:00 - 2011.12.30 00:00 (2001.01.01 - 2011.12.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | AcctSize=10000; AcctPercent=0.01; BreakoutDays=55; ExitBreakoutDays=20; MaxTradesSingleDirection=12; MaxTradesCorrelatedGroup=6; | ||||
Bars in test | 3864 | Ticks modelled | 43197751 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 389.81 | Gross profit | 20046.43 | Gross loss | -19656.63 |
Profit factor | 1.02 | Expected payoff | 1.90 | ||
Absolute drawdown | 1419.22 | Maximal drawdown | 9620.71 (48.08%) | Relative drawdown | 48.08% (9620.71) |
Total trades | 205 | Short positions (won %) | 117 (23.08%) | Long positions (won %) | 88 (18.18%) |
Profit trades (% of total) | 43 (20.98%) | Loss trades (% of total) | 162 (79.02%) | ||
Largest | profit trade | 1569.12 | loss trade | -213.03 | |
Average | profit trade | 466.20 | loss trade | -121.34 | |
Maximum | consecutive wins (profit in money) | 4 (6047.87) | consecutive losses (loss in money) | 52 (-7763.88) | |
Maximal | consecutive profit (count of wins) | 6047.87 (4) | consecutive loss (count of losses) | -7763.88 (52) | |
Average | consecutive wins | 3 | consecutive losses | 10 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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