通貨ペア | EURCHF (Euro 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=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080531; |
|
Bars in test | 9222 | Ticks modelled | 1746785 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6308.55 | Gross profit | 13334.03 | Gross loss | -7025.48 |
Profit factor | 1.90 | Expected payoff | 21.46 | | |
Absolute drawdown | 262.85 | Maximal drawdown | 2580.52 (14.18%) | Relative drawdown | 14.18% (2580.52) |
|
Total trades | 294 | Short positions (won %) | 137 (97.08%) | Long positions (won %) | 157 (94.27%) |
| Profit trades (% of total) | 281 (95.58%) | Loss trades (% of total) | 13 (4.42%) |
Largest | profit trade | 81.58 | loss trade | -569.10 |
Average | profit trade | 47.45 | loss trade | -540.42 |
Maximum | consecutive wins (profit in money) | 60 (2879.01) | consecutive losses (loss in money) | 3 (-1656.76) |
Maximal | consecutive profit (count of wins) | 2879.01 (60) | consecutive loss (count of losses) | -1656.76 (3) |
Average | consecutive wins | 28 | consecutive losses | 1 |