通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 2006.11.01 00:00 - 2008.11.30 23:55 (2006.11.01 - 2008.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | SafeClosureMode=true;
SignalPeriod=25; HourToStart=20; TradingHours=3; TakeProfit=5; StopLoss=65;MoneyManagement=false;
minLots=1; maxSpread=3; |
|
Bars in test | 151703 | Ticks modelled | 4440221 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 23574.43 | Gross profit | 41753.37 | Gross loss | -18178.94 |
Profit factor | 2.30 | Expected payoff | 19.07 | | |
Absolute drawdown | 203.35 | Maximal drawdown | 2418.39 (9.31%) | Relative drawdown | 9.31% (2418.39) |
|
Total trades | 1236 | Short positions (won %) | 595 (83.36%) | Long positions (won %) | 641 (82.06%) |
| Profit trades (% of total) | 1022 (82.69%) | Loss trades (% of total) | 214 (17.31%) |
Largest | profit trade | 86.53 | loss trade | -562.43 |
Average | profit trade | 40.85 | loss trade | -84.95 |
Maximum | consecutive wins (profit in money) | 68 (3060.78) | consecutive losses (loss in money) | 5 (-824.13) |
Maximal | consecutive profit (count of wins) | 3060.78 (68) | consecutive loss (count of losses) | -943.11 (3) |
Average | consecutive wins | 7 | consecutive losses | 2 |