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 | EA_Settings="------"; TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=19; EntryFrequency=1; OrderSendRetries=5; maxSpread=3; TPClosure_Settings="------"; TPClosureMode=true;
TPadjustment=false;
TemporalTP=20; ATRStop_Settings="------"; UseATRStop=false;
ATRTimeframe=15; ATRPeriod=10; ATRStoplevel=3; MM_Settings="------"; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; |
|
Bars in test | 11354 | Ticks modelled | 2613293 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9663.24 | Gross profit | 17643.81 | Gross loss | -7980.57 |
Profit factor | 2.21 | Expected payoff | 23.80 | | |
Absolute drawdown | 241.81 | Maximal drawdown | 2340.86 (13.14%) | Relative drawdown | 13.14% (2340.86) |
|
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 | 75.07 | loss trade | -523.60 |
Average | profit trade | 45.24 | loss trade | -498.79 |
Maximum | consecutive wins (profit in money) | 75 (3572.64) | consecutive losses (loss in money) | 3 (-1524.26) |
Maximal | consecutive profit (count of wins) | 3572.64 (75) | consecutive loss (count of losses) | -1524.26 (3) |
Average | consecutive wins | 30 | consecutive losses | 1 |