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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=true; | ||||
| Bars in test | 32782 | Ticks modelled | 29970700 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | 6692438.72 | Gross profit | 8014178.09 | Gross loss | -1321739.37 |
| Profit factor | 6.06 | Expected payoff | 5035.70 | ||
| Absolute drawdown | 153.62 | Maximal drawdown | 828758.39 (23.42%) | Relative drawdown | 57.79% (1158.88) |
| Total trades | 1329 | Short positions (won %) | 761 (98.03%) | Long positions (won %) | 568 (91.55%) |
| Profit trades (% of total) | 1266 (95.26%) | Loss trades (% of total) | 63 (4.74%) | ||
| Largest | profit trade | 97557.17 | loss trade | -474221.43 | |
| Average | profit trade | 6330.31 | loss trade | -20979.99 | |
| Maximum | consecutive wins (profit in money) | 115 (9948.07) | consecutive losses (loss in money) | 3 (-914.42) | |
| Maximal | consecutive profit (count of wins) | 1826326.73 (59) | consecutive loss (count of losses) | -474221.43 (1) | |
| Average | consecutive wins | 24 | consecutive losses | 1 | |

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