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 | TakeProfit=90; StopLoss=70; maxSpread=4; MoneyManagement=false; minLots=1; |
|
Bars in test | 151703 | Ticks modelled | 4440221 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 23733.33 | Gross profit | 45251.25 | Gross loss | -21517.91 |
Profit factor | 2.10 | Expected payoff | 16.19 | | |
Absolute drawdown | 386.26 | Maximal drawdown | 2135.94 (6.75%) | Relative drawdown | 9.40% (1556.94) |
|
Total trades | 1466 | Short positions (won %) | 681 (73.86%) | Long positions (won %) | 785 (72.36%) |
| Profit trades (% of total) | 1071 (73.06%) | Loss trades (% of total) | 395 (26.94%) |
Largest | profit trade | 622.96 | loss trade | -622.04 |
Average | profit trade | 42.25 | loss trade | -54.48 |
Maximum | consecutive wins (profit in money) | 53 (332.61) | consecutive losses (loss in money) | 9 (-77.00) |
Maximal | consecutive profit (count of wins) | 1744.43 (12) | consecutive loss (count of losses) | -1811.21 (3) |
Average | consecutive wins | 5 | consecutive losses | 2 |