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Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
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 | 3863 | Ticks modelled | 56640091 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2757.05 | Gross profit | 16459.68 | Gross loss | -13702.63 |
Profit factor | 1.20 | Expected payoff | 14.51 | ||
Absolute drawdown | 2150.90 | Maximal drawdown | 4708.64 (37.33%) | Relative drawdown | 37.33% (4708.64) |
Total trades | 190 | Short positions (won %) | 107 (38.32%) | Long positions (won %) | 83 (20.48%) |
Profit trades (% of total) | 58 (30.53%) | Loss trades (% of total) | 132 (69.47%) | ||
Largest | profit trade | 826.58 | loss trade | -196.96 | |
Average | profit trade | 283.79 | loss trade | -103.81 | |
Maximum | consecutive wins (profit in money) | 8 (3081.13) | consecutive losses (loss in money) | 20 (-2203.03) | |
Maximal | consecutive profit (count of wins) | 3093.94 (4) | consecutive loss (count of losses) | -2203.03 (20) | |
Average | consecutive wins | 3 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
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