通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.10.01 23:30 (2008.01.01 - 2008.10.02) |
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=19; Fitted_to_ODL=true;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080531; |
|
Bars in test | 10315 | Ticks modelled | 2114457 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7415.22 | Gross profit | 15874.34 | Gross loss | -8459.12 |
Profit factor | 1.88 | Expected payoff | 21.19 | | |
Absolute drawdown | 256.34 | Maximal drawdown | 2481.25 (13.59%) | Relative drawdown | 13.59% (2481.25) |
|
Total trades | 350 | Short positions (won %) | 179 (96.65%) | Long positions (won %) | 171 (94.15%) |
| Profit trades (% of total) | 334 (95.43%) | Loss trades (% of total) | 16 (4.57%) |
Largest | profit trade | 79.57 | loss trade | -555.03 |
Average | profit trade | 47.53 | loss trade | -528.69 |
Maximum | consecutive wins (profit in money) | 60 (2931.57) | consecutive losses (loss in money) | 3 (-1615.75) |
Maximal | consecutive profit (count of wins) | 2931.57 (60) | consecutive loss (count of losses) | -1615.75 (3) |
Average | consecutive wins | 26 | consecutive losses | 1 |