通貨ペア | EURCHF. (Euro vs Swiss Franc) |
期間 | 30分足(M30) 2008.01.01 00:00 - 2008.10.31 23:30 (2008.01.01 - 2008.11.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | EA_Settings="------"; TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=4; EntryFrequency=1; OrderSendRetries=5; maxSpread=3; TPClosure_Settings="------"; TPClosureMode=true;
TPadjustment=false;
TemporalTP=20; ATRStop_Settings="------"; UseATRStop=false;
ATRTimeframe=15; ATRPeriod=10; ATRStoplevel=3; MM_Settings="------"; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; |
|
Bars in test | 11349 | Ticks modelled | 2694916 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 11647.30 | Gross profit | 19136.34 | Gross loss | -7489.04 |
Profit factor | 2.56 | Expected payoff | 26.53 | | |
Absolute drawdown | 241.69 | Maximal drawdown | 2454.60 (13.51%) | Relative drawdown | 13.51% (2454.60) |
|
Total trades | 439 | Short positions (won %) | 226 (98.67%) | Long positions (won %) | 213 (94.37%) |
| Profit trades (% of total) | 424 (96.58%) | Loss trades (% of total) | 15 (3.42%) |
Largest | profit trade | 108.36 | loss trade | -504.54 |
Average | profit trade | 45.13 | loss trade | -499.27 |
Maximum | consecutive wins (profit in money) | 85 (4092.29) | consecutive losses (loss in money) | 3 (-1513.61) |
Maximal | consecutive profit (count of wins) | 4092.29 (85) | consecutive loss (count of losses) | -1513.61 (3) |
Average | consecutive wins | 39 | consecutive losses | 2 |