通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 5分足(M5) 2004.07.01 00:00 - 2008.09.30 23:55 (2004.07.01 - 2008.10.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MaxPosition=3; SafeClosureMode=true;
SignalPeriod=18; HourToStart=22; TradingHours=3; TakeProfit=6; StopLoss=65; Slippage=0; OrderSendRetries=3; TPClosureMode=true;
TPadjustment=false;
TemporalTP=10; MoneyManagement=false;
Risk_percent=10; minLots=1; UseATRStop=false;
ATRPeriod=10; ATRStoplevel=3; ATRTimeframe=30; maxLots=100; Magic=20080000; maxSpread=4; |
|
Bars in test | 301763 | Ticks modelled | 6140230 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 64554.80 | Gross profit | 86850.53 | Gross loss | -22295.73 |
Profit factor | 3.90 | Expected payoff | 24.53 | | |
Absolute drawdown | 96.94 | Maximal drawdown | 1323.94 (2.04%) | Relative drawdown | 2.91% (318.78) |
|
Total trades | 2632 | Short positions (won %) | 1251 (81.53%) | Long positions (won %) | 1381 (82.91%) |
| Profit trades (% of total) | 2165 (82.26%) | Loss trades (% of total) | 467 (17.74%) |
Largest | profit trade | 111.42 | loss trade | -297.81 |
Average | profit trade | 40.12 | loss trade | -47.74 |
Maximum | consecutive wins (profit in money) | 72 (4089.32) | consecutive losses (loss in money) | 7 (-299.34) |
Maximal | consecutive profit (count of wins) | 4089.32 (72) | consecutive loss (count of losses) | -684.35 (4) |
Average | consecutive wins | 7 | consecutive losses | 1 |