通貨ペア | GBPCHF (Great Britain Pound vs Swiss Franc) |
期間 | 2006.12.04 12:15 - 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;
TakeProfit=100; StopLoss=220; maxSpread=6; MoneyManagement=false; minLots=1; |
|
Bars in test | 147530 | Ticks modelled | 9605844 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 64320.57 | Gross profit | 105560.93 | Gross loss | -41240.37 |
Profit factor | 2.56 | Expected payoff | 60.06 | | |
Absolute drawdown | 161.36 | Maximal drawdown | 4545.94 (6.88%) | Relative drawdown | 16.02% (4044.44) |
|
Total trades | 1071 | Short positions (won %) | 499 (82.36%) | Long positions (won %) | 572 (74.65%) |
| Profit trades (% of total) | 838 (78.24%) | Loss trades (% of total) | 233 (21.76%) |
Largest | profit trade | 849.04 | loss trade | -1022.74 |
Average | profit trade | 125.97 | loss trade | -177.00 |
Maximum | consecutive wins (profit in money) | 35 (5007.50) | consecutive losses (loss in money) | 6 (-1651.92) |
Maximal | consecutive profit (count of wins) | 5007.50 (35) | consecutive loss (count of losses) | -2070.94 (4) |
Average | consecutive wins | 6 | consecutive losses | 2 |