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=150; StopLoss=95; 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 | 70330.74 | Gross profit | 129749.88 | Gross loss | -59419.13 |
Profit factor | 2.18 | Expected payoff | 59.35 | | |
Absolute drawdown | 513.50 | Maximal drawdown | 3434.66 (5.58%) | Relative drawdown | 14.62% (2803.77) |
|
Total trades | 1185 | Short positions (won %) | 581 (83.13%) | Long positions (won %) | 604 (77.65%) |
| Profit trades (% of total) | 952 (80.34%) | Loss trades (% of total) | 233 (19.66%) |
Largest | profit trade | 1273.88 | loss trade | -820.36 |
Average | profit trade | 136.29 | loss trade | -255.02 |
Maximum | consecutive wins (profit in money) | 33 (1214.29) | consecutive losses (loss in money) | 5 (-738.50) |
Maximal | consecutive profit (count of wins) | 6013.20 (21) | consecutive loss (count of losses) | -2433.94 (3) |
Average | consecutive wins | 7 | consecutive losses | 2 |