通貨ペア | USDCHF (US Dollar 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 | TakeProfit=30; StopLoss=50; maxSpread=3; MoneyManagement=false; minLots=1; |
|
Bars in test | 152455 | Ticks modelled | 4171204 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 33567.19 | Gross profit | 53653.96 | Gross loss | -20086.77 |
Profit factor | 2.67 | Expected payoff | 40.64 | | |
Absolute drawdown | 1742.03 | Maximal drawdown | 3272.83 (8.51%) | Relative drawdown | 17.62% (1766.13) |
|
Total trades | 826 | Short positions (won %) | 387 (81.40%) | Long positions (won %) | 439 (78.13%) |
| Profit trades (% of total) | 658 (79.66%) | Loss trades (% of total) | 168 (20.34%) |
Largest | profit trade | 272.08 | loss trade | -501.71 |
Average | profit trade | 81.54 | loss trade | -119.56 |
Maximum | consecutive wins (profit in money) | 36 (2243.49) | consecutive losses (loss in money) | 7 (-2875.77) |
Maximal | consecutive profit (count of wins) | 2694.83 (23) | consecutive loss (count of losses) | -2875.77 (7) |
Average | consecutive wins | 6 | consecutive losses | 2 |