通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 30分足(M30) 1999.01.06 22:00 - 2007.12.31 23:30 (1999.01.01 - 2008.01.01) |
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 | 111586 | Ticks modelled | 20666882 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 83988.62 | Gross profit | 155062.88 | Gross loss | -71074.26 |
Profit factor | 2.18 | Expected payoff | 21.07 | | |
Absolute drawdown | 875.26 | Maximal drawdown | 8181.82 (8.26%) | Relative drawdown | 14.90% (1598.14) |
|
Total trades | 3986 | Short positions (won %) | 1967 (95.58%) | Long positions (won %) | 2019 (96.33%) |
| Profit trades (% of total) | 3825 (95.96%) | Loss trades (% of total) | 161 (4.04%) |
Largest | profit trade | 100.44 | loss trade | -526.73 |
Average | profit trade | 40.54 | loss trade | -441.46 |
Maximum | consecutive wins (profit in money) | 141 (6022.02) | consecutive losses (loss in money) | 4 (-1966.58) |
Maximal | consecutive profit (count of wins) | 6022.02 (141) | consecutive loss (count of losses) | -1966.58 (4) |
Average | consecutive wins | 30 | consecutive losses | 1 |