通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.10.31 20:30 (2008.01.01 - 2008.11.01) |
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=20080531; |
|
Bars in test | 11354 | Ticks modelled | 2613303 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9739.50 | Gross profit | 17803.87 | Gross loss | -8064.37 |
Profit factor | 2.21 | Expected payoff | 23.99 | | |
Absolute drawdown | 244.37 | Maximal drawdown | 2365.37 (13.24%) | Relative drawdown | 13.24% (2365.37) |
|
Total trades | 406 | Short positions (won %) | 217 (97.24%) | Long positions (won %) | 189 (94.71%) |
| Profit trades (% of total) | 390 (96.06%) | Loss trades (% of total) | 16 (3.94%) |
Largest | profit trade | 75.86 | loss trade | -529.12 |
Average | profit trade | 45.65 | loss trade | -504.02 |
Maximum | consecutive wins (profit in money) | 75 (3610.06) | consecutive losses (loss in money) | 3 (-1540.20) |
Maximal | consecutive profit (count of wins) | 3610.06 (75) | consecutive loss (count of losses) | -1540.20 (3) |
Average | consecutive wins | 30 | consecutive losses | 1 |