| Symbol | USDCHF (US Dollar Vs Swiss Franc) |
| Period | 1 Hour (H1) 2003.10.16 11:00 - 2006.09.29 02:00 (2001.01.01 - 2007.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | FasterEMA=5; SlowerEMA=12; RSIPeriod=21; TotalLots=3; TPLevel1=55; TPLevel1Lots=1; TPLevel2=89; TPLevel2Lots=1; TPLevel3=144; |
|
| Bars in test | 18495 | Ticks modelled | 2762980 | Modelling quality | 89.51% |
|
| Initial deposit | 100000.00 | | | | |
| Total net profit | 15503.60 | Gross profit | 134458.36 | Gross loss | -118954.76 |
| Profit factor | 1.13 | Expected payoff | 31.83 | | |
| Absolute drawdown | 2545.03 | Maximal drawdown | 12506.92 (10.87%) | Relative drawdown | 10.87% (12506.92) |
|
| Total trades | 487 | Short positions (won %) | 261 (51.72%) | Long positions (won %) | 226 (46.46%) |
| Profit trades (% of total) | 240 (49.28%) | Loss trades (% of total) | 247 (50.72%) |
| Largest | profit trade | 2963.49 | loss trade | -818.44 |
| Average | profit trade | 560.24 | loss trade | -481.60 |
| Maximum | consecutive wins (profit in money) | 7 (3552.56) | consecutive losses (loss in money) | 9 (-4143.36) |
| Maximal | consecutive profit (count of wins) | 5323.56 (4) | consecutive loss (count of losses) | -5180.50 (8) |
| Average | consecutive wins | 3 | consecutive losses | 3 |