通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.06.30 23:30 (2008.01.01 - 2008.07.01) |
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 | 7126 | Ticks modelled | 1357901 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6733.56 | Gross profit | 11436.26 | Gross loss | -4702.70 |
Profit factor | 2.43 | Expected payoff | 29.15 | | |
Absolute drawdown | 284.87 | Maximal drawdown | 1390.23 (7.91%) | Relative drawdown | 9.05% (1145.21) |
|
Total trades | 231 | Short positions (won %) | 114 (99.12%) | Long positions (won %) | 117 (94.02%) |
| Profit trades (% of total) | 223 (96.54%) | Loss trades (% of total) | 8 (3.46%) |
Largest | profit trade | 88.42 | loss trade | -620.33 |
Average | profit trade | 51.28 | loss trade | -587.84 |
Maximum | consecutive wins (profit in money) | 60 (3221.79) | consecutive losses (loss in money) | 2 (-1164.29) |
Maximal | consecutive profit (count of wins) | 3221.79 (60) | consecutive loss (count of losses) | -1164.29 (2) |
Average | consecutive wins | 28 | consecutive losses | 1 |