通貨ペア | USDCHF (US Dollar 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=20080728; |
|
Bars in test | 9217 | Ticks modelled | 1532565 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -8612.03 | Gross profit | 7376.36 | Gross loss | -15988.39 |
Profit factor | 0.46 | Expected payoff | -48.11 | | |
Absolute drawdown | 8612.03 | Maximal drawdown | 9200.75 (86.89%) | Relative drawdown | 86.89% (9200.75) |
|
Total trades | 179 | Short positions (won %) | 81 (85.19%) | Long positions (won %) | 98 (83.67%) |
| Profit trades (% of total) | 151 (84.36%) | Loss trades (% of total) | 28 (15.64%) |
Largest | profit trade | 66.58 | loss trade | -602.95 |
Average | profit trade | 48.85 | loss trade | -571.01 |
Maximum | consecutive wins (profit in money) | 26 (1285.83) | consecutive losses (loss in money) | 2 (-1193.38) |
Maximal | consecutive profit (count of wins) | 1285.83 (26) | consecutive loss (count of losses) | -1193.38 (2) |
Average | consecutive wins | 8 | consecutive losses | 1 |