通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.01 00:00 - 2008.08.30 06:30 (2008.01.01 - 2008.09.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=5; StopLoss=60; Slippage=0;
EntryHour=4; EntryFrequency=1; Fitted_to_ODL=true; TPadjustment=true;
TemporalTP=15; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; Magic=20080531; |
|
Bars in test | 9218 | Ticks modelled | 1746600 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -7182.31 | Gross profit | 10803.49 | Gross loss | -17985.80 |
Profit factor | 0.60 | Expected payoff | -27.10 | | |
Absolute drawdown | 7182.31 | Maximal drawdown | 9040.82 (76.24%) | Relative drawdown | 76.24% (9040.82) |
|
Total trades | 265 | Short positions (won %) | 114 (96.49%) | Long positions (won %) | 151 (80.13%) |
| Profit trades (% of total) | 231 (87.17%) | Loss trades (% of total) | 34 (12.83%) |
Largest | profit trade | 81.62 | loss trade | -549.11 |
Average | profit trade | 46.77 | loss trade | -528.99 |
Maximum | consecutive wins (profit in money) | 44 (2095.50) | consecutive losses (loss in money) | 5 (-2722.07) |
Maximal | consecutive profit (count of wins) | 2095.50 (44) | consecutive loss (count of losses) | -2722.07 (5) |
Average | consecutive wins | 12 | consecutive losses | 2 |