通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 30分足(M30) 1999.01.06 13:00 - 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;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080728; |
|
Bars in test | 111579 | Ticks modelled | 20667722 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 211154.44 | Gross profit | 251131.45 | Gross loss | -39977.02 |
Profit factor | 6.28 | Expected payoff | 34.82 | | |
Absolute drawdown | 176.39 | Maximal drawdown | 2992.65 (1.36%) | Relative drawdown | 9.88% (1095.66) |
|
Total trades | 6065 | Short positions (won %) | 3052 (98.33%) | Long positions (won %) | 3013 (98.67%) |
| Profit trades (% of total) | 5974 (98.50%) | Loss trades (% of total) | 91 (1.50%) |
Largest | profit trade | 81.52 | loss trade | -526.87 |
Average | profit trade | 42.04 | loss trade | -439.31 |
Maximum | consecutive wins (profit in money) | 749 (34424.27) | consecutive losses (loss in money) | 3 (-1502.79) |
Maximal | consecutive profit (count of wins) | 34424.27 (749) | consecutive loss (count of losses) | -1502.79 (3) |
Average | consecutive wins | 77 | consecutive losses | 1 |