通貨ペア | USDCHF (US Dollar 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=20080728; |
|
Bars in test | 11353 | Ticks modelled | 2329559 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4673.03 | Gross profit | 13256.58 | Gross loss | -8583.55 |
Profit factor | 1.54 | Expected payoff | 16.00 | | |
Absolute drawdown | 577.45 | Maximal drawdown | 2668.12 (17.34%) | Relative drawdown | 17.34% (2668.12) |
|
Total trades | 292 | Short positions (won %) | 144 (90.97%) | Long positions (won %) | 148 (94.59%) |
| Profit trades (% of total) | 271 (92.81%) | Loss trades (% of total) | 21 (7.19%) |
Largest | profit trade | 81.40 | loss trade | -594.92 |
Average | profit trade | 48.92 | loss trade | -408.74 |
Maximum | consecutive wins (profit in money) | 61 (3082.79) | consecutive losses (loss in money) | 2 (-1166.66) |
Maximal | consecutive profit (count of wins) | 3082.79 (61) | consecutive loss (count of losses) | -1166.66 (2) |
Average | consecutive wins | 16 | consecutive losses | 1 |