EURCHF M15 Long-Only Backtest with Fixed Stops and Targets

Summary

The document reports a historical test of a long-only EURCHF strategy on 15-minute bars, covering a short period in early 2014. Its listed settings include one-lot trades, a stop loss, a take profit, and a trailing stop. The report shows 67 completed trades, with roughly half profitable, and states a net gain of 808.23 from an initial balance of 10,000. It also reports a profit factor of 2.17 and maximum drawdown of 1.26%.

These figures describe only the supplied test, not evidence of durable performance. The modeling quality is reported as 63.91%, the test spans a limited historical window, and all listed positions are long. The transaction log shows repeated stop-outs as well as take-profit exits; part of the log is omitted, so the full sequence cannot be independently reconstructed from this document. No entry logic, out-of-sample results, or robustness checks are provided.

Key ideas

• The reported strategy trades EURCHF long on 15-minute bars during a limited historical period.
• The configuration includes stop-loss, take-profit, and trailing-stop settings.
• The report states 67 trades and a net gain of 808.23 from a 10,000 initial balance.
• Reported modeling quality is 63.91%, which limits confidence in the test record.
• The document omits the entry rules and part of the trade log, and provides no robustness checks.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.