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=4; |
|
Bars in test | 151703 | Ticks modelled | 4440221 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 21059.12 | Gross profit | 44366.56 | Gross loss | -23307.44 |
Profit factor | 1.90 | Expected payoff | 18.31 | | |
Absolute drawdown | 291.99 | Maximal drawdown | 1640.39 (5.68%) | Relative drawdown | 8.33% (1393.59) |
|
Total trades | 1150 | Short positions (won %) | 528 (76.14%) | Long positions (won %) | 622 (71.06%) |
| Profit trades (% of total) | 844 (73.39%) | Loss trades (% of total) | 306 (26.61%) |
Largest | profit trade | 239.03 | loss trade | -629.30 |
Average | profit trade | 52.57 | loss trade | -76.17 |
Maximum | consecutive wins (profit in money) | 83 (4309.28) | consecutive losses (loss in money) | 5 (-212.73) |
Maximal | consecutive profit (count of wins) | 4309.28 (83) | consecutive loss (count of losses) | -1234.62 (2) |
Average | consecutive wins | 4 | consecutive losses | 2 |