通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.05.30 20:30 (2008.01.01 - 2008.06.01) |
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;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080531; |
|
Bars in test | 6121 | Ticks modelled | 1046001 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7157.86 | Gross profit | 10071.70 | Gross loss | -2913.84 |
Profit factor | 3.46 | Expected payoff | 36.15 | | |
Absolute drawdown | 284.67 | Maximal drawdown | 1143.35 (8.98%) | Relative drawdown | 8.98% (1143.35) |
|
Total trades | 198 | Short positions (won %) | 94 (100.00%) | Long positions (won %) | 104 (95.19%) |
| Profit trades (% of total) | 193 (97.47%) | Loss trades (% of total) | 5 (2.53%) |
Largest | profit trade | 92.27 | loss trade | -589.05 |
Average | profit trade | 52.18 | loss trade | -582.77 |
Maximum | consecutive wins (profit in money) | 60 (3267.40) | consecutive losses (loss in money) | 1 (-589.05) |
Maximal | consecutive profit (count of wins) | 3267.40 (60) | consecutive loss (count of losses) | -589.05 (1) |
Average | consecutive wins | 32 | consecutive losses | 1 |