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 | 2617935 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -9100.52 | Gross profit | 6947.99 | Gross loss | -16048.51 |
Profit factor | 0.43 | Expected payoff | -50.56 | | |
Absolute drawdown | 9100.52 | Maximal drawdown | 10117.90 (91.84%) | Relative drawdown | 91.84% (10117.90) |
|
Total trades | 180 | Short positions (won %) | 82 (90.24%) | Long positions (won %) | 98 (76.53%) |
| Profit trades (% of total) | 149 (82.78%) | Loss trades (% of total) | 31 (17.22%) |
Largest | profit trade | 92.20 | loss trade | -543.85 |
Average | profit trade | 46.63 | loss trade | -517.69 |
Maximum | consecutive wins (profit in money) | 29 (1487.34) | consecutive losses (loss in money) | 3 (-1536.37) |
Maximal | consecutive profit (count of wins) | 1487.34 (29) | consecutive loss (count of losses) | -1536.37 (3) |
Average | consecutive wins | 8 | consecutive losses | 2 |