通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.08.31 23:30 (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=19; Fitted_to_ODL=true;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080728; |
|
Bars in test | 9221 | Ticks modelled | 1532403 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4407.64 | Gross profit | 9533.82 | Gross loss | -5126.18 |
Profit factor | 1.86 | Expected payoff | 22.04 | | |
Absolute drawdown | 343.81 | Maximal drawdown | 1452.18 (9.53%) | Relative drawdown | 9.90% (1060.96) |
|
Total trades | 200 | Short positions (won %) | 97 (95.88%) | Long positions (won %) | 103 (95.15%) |
| Profit trades (% of total) | 191 (95.50%) | Loss trades (% of total) | 9 (4.50%) |
Largest | profit trade | 69.58 | loss trade | -594.92 |
Average | profit trade | 49.92 | loss trade | -569.58 |
Maximum | consecutive wins (profit in money) | 61 (3125.27) | consecutive losses (loss in money) | 2 (-1166.66) |
Maximal | consecutive profit (count of wins) | 3125.27 (61) | consecutive loss (count of losses) | -1166.66 (2) |
Average | consecutive wins | 24 | consecutive losses | 1 |