通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.11.30 23:30 (2008.01.01 - 2008.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | EA_Settings="------"; UseOptimizedValues=false;
TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=19; EntryFrequency=1; OrderSendRetries=10; ODL_Settings="------"; Fitted_to_ODL=true;
TPadjustment=false;
TemporalTP=10; MM_Settings="------"; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; Magic=20080728; |
|
Bars in test | 12314 | Ticks modelled | 2680907 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6611.69 | Gross profit | 14979.62 | Gross loss | -8367.92 |
Profit factor | 1.79 | Expected payoff | 20.60 | | |
Absolute drawdown | 334.07 | Maximal drawdown | 2648.66 (16.59%) | Relative drawdown | 16.59% (2648.66) |
|
Total trades | 321 | Short positions (won %) | 151 (95.36%) | Long positions (won %) | 170 (95.29%) |
| Profit trades (% of total) | 306 (95.33%) | Loss trades (% of total) | 15 (4.67%) |
Largest | profit trade | 81.40 | loss trade | -595.80 |
Average | profit trade | 48.95 | loss trade | -557.86 |
Maximum | consecutive wins (profit in money) | 61 (3118.20) | consecutive losses (loss in money) | 2 (-1168.43) |
Maximal | consecutive profit (count of wins) | 3118.20 (61) | consecutive loss (count of losses) | -1168.43 (2) |
Average | consecutive wins | 26 | consecutive losses | 1 |