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=25; HourToStart=22; TradingHours=3; TakeProfit=5; 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 | 61164.11 | Gross profit | 78284.19 | Gross loss | -17120.09 |
Profit factor | 4.57 | Expected payoff | 27.53 | | |
Absolute drawdown | 88.05 | Maximal drawdown | 957.09 (1.55%) | Relative drawdown | 2.94% (318.49) |
|
Total trades | 2222 | Short positions (won %) | 1042 (86.37%) | Long positions (won %) | 1180 (86.10%) |
| Profit trades (% of total) | 1916 (86.23%) | Loss trades (% of total) | 306 (13.77%) |
Largest | profit trade | 102.48 | loss trade | -369.85 |
Average | profit trade | 40.86 | loss trade | -55.95 |
Maximum | consecutive wins (profit in money) | 80 (4177.10) | consecutive losses (loss in money) | 6 (-237.20) |
Maximal | consecutive profit (count of wins) | 4177.10 (80) | consecutive loss (count of losses) | -535.20 (2) |
Average | consecutive wins | 9 | consecutive losses | 1 |