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 | SafeClosureMode=true;
SignalPeriod=22; HourToStart=21; TradingHours=3; TakeProfit=25; StopLoss=70; MoneyManagement=false;
minLots=1; maxSpread=3; |
|
Bars in test | 151703 | Ticks modelled | 4440221 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 30344.74 | Gross profit | 50905.87 | Gross loss | -20561.13 |
Profit factor | 2.48 | Expected payoff | 26.39 | | |
Absolute drawdown | 190.62 | Maximal drawdown | 1561.97 (4.12%) | Relative drawdown | 5.66% (1078.84) |
|
Total trades | 1150 | Short positions (won %) | 528 (79.92%) | Long positions (won %) | 622 (74.92%) |
| Profit trades (% of total) | 888 (77.22%) | Loss trades (% of total) | 262 (22.78%) |
Largest | profit trade | 235.62 | loss trade | -620.38 |
Average | profit trade | 57.33 | loss trade | -78.48 |
Maximum | consecutive wins (profit in money) | 90 (5151.38) | consecutive losses (loss in money) | 5 (-167.10) |
Maximal | consecutive profit (count of wins) | 5151.38 (90) | consecutive loss (count of losses) | -1217.14 (2) |
Average | consecutive wins | 5 | consecutive losses | 2 |