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| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2007.03.30 16:01 - 2012.06.28 23:59 | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Ver.1.00=""; _1="System Parameters"; Stealth=false; Aggressive=false; GmtOffset=0; NFA=false; AutoLocalGmtOffset=false; AutoServerGmtOffset=false; S1_Reference=74123; S2_Reference=32147; ReceiptCode=""; _2="Comment Position"; TopPadding=30; LeftPadding=20; TextColor1=Orange; TextColor2=Orange; TextColor3=100,100,255; _3="Strategy Parameters"; RemoteSafetyMode=true; Slippage=3; SendEmails=false; OrderComments=""; _4="Order Management"; LotSize=0.1; _5="Ratio Order Management"; RiskLevel=0.2; RecoveryMode=false; | ||||
| Bars in test | 32782 | Ticks modelled | 43094813 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 18015.92 | Gross profit | 24054.02 | Gross loss | -6038.10 |
| Profit factor | 3.98 | Expected payoff | 25.74 | ||
| Absolute drawdown | 31.88 | Maximal drawdown | 1717.47 (13.38%) | Relative drawdown | 27.96% (943.62) |
| Total trades | 700 | Short positions (won %) | 382 (97.91%) | Long positions (won %) | 318 (85.85%) |
| Profit trades (% of total) | 647 (92.43%) | Loss trades (% of total) | 53 (7.57%) | ||
| Largest | profit trade | 183.85 | loss trade | -823.00 | |
| Average | profit trade | 37.18 | loss trade | -113.93 | |
| Maximum | consecutive wins (profit in money) | 46 (508.23) | consecutive losses (loss in money) | 2 (-315.39) | |
| Maximal | consecutive profit (count of wins) | 3964.11 (39) | consecutive loss (count of losses) | -823.00 (1) | |
| Average | consecutive wins | 13 | consecutive losses | 1 | |

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