| Symbol | USDCAD (US Dollar vs Canadian Dollar) |
| Period | 15 Minutes (M15) 2014.12.16 21:45 - 2016.11.18 21:45 (2015.01.01 - 2016.11.20) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | S_1="<==== General settings ====>"; SetName="Generic A-TLP v12.38 optimization set"; every_tick=true;
MagicNumber=1234321; Slippage=5; Lots=0.1; Auto_Risk=0; MM_Depo=0; MaxAmountCurrencyMult=0; CheckSpreadOnSellOpen=true;
Max_Spread=0; Max_Spread_On_Close=0; Stop_Loss=20; Take_Profit=120; TP_perc=0; min_TP=10; MaxDailyRange=1000; MDRFromHiLo=false;
CheckMDRAfter0=false;
Hedging=true;
S_8="<==== MULTI ORDERS ====>"; TotalOrders=1; OrdersDistance=5; MinPause=0; CloseSimultaneously=false;
S_2="<==== ENTER SETTINGS ====>"; S_21="Настройки Bollinger Band"; BB_Period=2; BB_Deviation=1; Entry_Break=8; Min_Volatility=22; OnlyBid=false;
S_22="Настройки CCI"; cci_Period_open=0; cci_level_open=100; S_23="При макс.длина свечи = 0 - выкл."; maxcandle=1000; barcount=8; S_24="При паузе = 0 - выкл."; pause=0; sizeloss=20; S_4="<==== Trailing stop/Breakeven ====>"; Trail_Start=0; Trail_Size=7; Trail_Step=1; rollover_trall_end=true;
X=0; Y=1; S_3="<==== EXIT SETTINGS ====>"; S_31="При Exit_Minutes = 0 - выкл."; Exit_Minutes=0; Time_Profit_Pips=6; S_32="При Exit_Distance > 100 - выкл."; Exit_Distance=6; Exit_Profit_Pips=-50; S_33="При MA_period = 0 - выкл."; MA_period=4; Reverse_Profit=20; S_34="При CCI: Period = 0 - выкл."; cci_Period_close=0; cci_level_close=100; CCI_Profit_Pips=20; S_5="<==== Trade Time Filter ====>"; GMT_Offset=2; DST=true;
TradeAllDaysInTheSameTime=false;
S_51="<== MONDAY / ALL DAYS ==>"; MONDAY_Enabled=true;
MONDAY_Start_Trade_Hour=22; MONDAY_Start_Trade_Minute=0; MONDAY_End_Trade_Hour=1; MONDAY_End_Trade_Minute=0; S_52="<== TUESDAY ==>"; TUESDAY_Enabled=true;
TUESDAY_Start_Trade_Hour=22; TUESDAY_Start_Trade_Minute=0; TUESDAY_End_Trade_Hour=1; TUESDAY_End_Trade_Minute=0; S_53="<== WEDNESDAY ==>"; WEDNESDAY_Enabled=true;
WEDNESDAY_Start_Trade_Hour=22; WEDNESDAY_Start_Trade_Minute=0; WEDNESDAY_End_Trade_Hour=1; WEDNESDAY_End_Trade_Minute=0; S_54="<== THURSDAY ==>"; THURSDAY_Enabled=true;
THURSDAY_Start_Trade_Hour=22; THURSDAY_Start_Trade_Minute=0; THURSDAY_End_Trade_Hour=1; THURSDAY_End_Trade_Minute=0; S_55="<== FRIDAY ==>"; FRIDAY_Enabled=true;
FRIDAY_Start_Trade_Hour=22; FRIDAY_Start_Trade_Minute=0; FRIDAY_End_Trade_Hour=1; FRIDAY_End_Trade_Minute=0; S_6="<==== Roll Over Filter ====>"; OpenOrdersInRollover=true;
CloseOrdersInRollover=true;
rollover_start="23:55"; rollover_end="00:35"; S_9="<==== News Filter ====>"; UseNewsFilter=false;
TimeBeforeNews=60; CloseTimeBeforeNews=30; TimeAfterNews=120; Vhigh=true;
Vmedium=true;
Vlow=true;
NewsSymb="USD,EUR,GBP,CHF,CAD,AUD,NZD,JPY"; highc=Red; mediumc=Lime; lowc=Blue; S_7="<==== Other Settings ====>"; showinfopanel=true;
Col_info=176,162,168; Col_info2=Gray; VisualDebug=true;
ChannelEnterColor=Yellow; ChannelExitColor=CornflowerBlue; WarnEnterColor=LightSkyBlue; WarnExitColor=Plum; WriteLogFile=false;
|
|
| Bars in test | 47975 | Ticks modelled | 40349848 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 1000.00 | | | Spread | Variable |
| Total net profit | 147.79 | Gross profit | 151.13 | Gross loss | -3.34 |
| Profit factor | 45.21 | Expected payoff | 11.37 | | |
| Absolute drawdown | 8.67 | Maximal drawdown | 19.23 (1.85%) | Relative drawdown | 1.85% (19.23) |
|
| Total trades | 13 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) |
| Largest | profit trade | 34.26 | loss trade | -3.34 |
| Average | profit trade | 12.59 | loss trade | -3.34 |
| Maximum | consecutive wins (profit in money) | 8 (74.91) | consecutive losses (loss in money) | 1 (-3.34) |
| Maximal | consecutive profit (count of wins) | 76.23 (4) | consecutive loss (count of losses) | -3.34 (1) |
| Average | consecutive wins | 6 | consecutive losses | 1 |