通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 30分足(M30) 1999.01.07 16:30 - 2007.12.31 16:30 (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=19; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080531; |
|
Bars in test | 107221 | Ticks modelled | 20582727 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 658368.70 | Gross profit | 668878.38 | Gross loss | -10509.68 |
Profit factor | 63.64 | Expected payoff | 56.57 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 2859.01 (0.43%) | Relative drawdown | 2.25% (230.30) |
|
Total trades | 11638 | Short positions (won %) | 5366 (99.80%) | Long positions (won %) | 6272 (99.89%) |
| Profit trades (% of total) | 11620 (99.85%) | Loss trades (% of total) | 18 (0.15%) |
Largest | profit trade | 99.79 | loss trade | -615.93 |
Average | profit trade | 57.56 | loss trade | -583.87 |
Maximum | consecutive wins (profit in money) | 11199 (647114.66) | consecutive losses (loss in money) | 4 (-2289.98) |
Maximal | consecutive profit (count of wins) | 647114.66 (11199) | consecutive loss (count of losses) | -2289.98 (4) |
Average | consecutive wins | 894 | consecutive losses | 2 |