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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=true; 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 | 296068.47 | Gross profit | 342842.37 | Gross loss | -46773.90 |
| Profit factor | 7.33 | Expected payoff | 252.62 | ||
| Absolute drawdown | 69.18 | Maximal drawdown | 34874.68 (23.50%) | Relative drawdown | 39.93% (798.42) |
| Total trades | 1172 | Short positions (won %) | 750 (98.13%) | Long positions (won %) | 422 (87.68%) |
| Profit trades (% of total) | 1106 (94.37%) | Loss trades (% of total) | 66 (5.63%) | ||
| Largest | profit trade | 5685.68 | loss trade | -10413.84 | |
| Average | profit trade | 309.98 | loss trade | -708.70 | |
| Maximum | consecutive wins (profit in money) | 64 (71761.05) | consecutive losses (loss in money) | 3 (-644.09) | |
| Maximal | consecutive profit (count of wins) | 71761.05 (64) | consecutive loss (count of losses) | -10413.84 (1) | |
| Average | consecutive wins | 20 | consecutive losses | 1 | |

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