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=5; 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 | 10720.24 | Gross profit | 37605.95 | Gross loss | -26885.70 |
Profit factor | 1.40 | Expected payoff | 7.31 | | |
Absolute drawdown | 1000.25 | Maximal drawdown | 2536.61 (20.94%) | Relative drawdown | 20.94% (2536.61) |
|
Total trades | 1466 | Short positions (won %) | 681 (60.21%) | Long positions (won %) | 785 (59.24%) |
| Profit trades (% of total) | 875 (59.69%) | Loss trades (% of total) | 591 (40.31%) |
Largest | profit trade | 615.55 | loss trade | -623.07 |
Average | profit trade | 42.98 | loss trade | -45.49 |
Maximum | consecutive wins (profit in money) | 34 (1267.57) | consecutive losses (loss in money) | 15 (-188.22) |
Maximal | consecutive profit (count of wins) | 1643.99 (12) | consecutive loss (count of losses) | -1814.28 (3) |
Average | consecutive wins | 4 | consecutive losses | 3 |