通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.07.31 23:30 (2008.01.01 - 2008.08.01) |
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 | 8221 | Ticks modelled | 1344515 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4988.97 | Gross profit | 8429.28 | Gross loss | -3440.31 |
Profit factor | 2.45 | Expected payoff | 28.67 | | |
Absolute drawdown | 348.67 | Maximal drawdown | 1453.95 (9.56%) | Relative drawdown | 9.91% (1061.85) |
|
Total trades | 174 | Short positions (won %) | 85 (97.65%) | Long positions (won %) | 89 (95.51%) |
| Profit trades (% of total) | 168 (96.55%) | Loss trades (% of total) | 6 (3.45%) |
Largest | profit trade | 69.14 | loss trade | -595.36 |
Average | profit trade | 50.17 | loss trade | -573.38 |
Maximum | consecutive wins (profit in money) | 61 (3119.96) | consecutive losses (loss in money) | 2 (-1167.54) |
Maximal | consecutive profit (count of wins) | 3119.96 (61) | consecutive loss (count of losses) | -1167.54 (2) |
Average | consecutive wins | 28 | consecutive losses | 1 |