通貨ペア | USDCHF (US Dollar 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 | TakeProfit=30; StopLoss=50;maxSpread=2; MoneyManagement=false; minLots=1; |
|
Bars in test | 152485 | Ticks modelled | 4171386 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 41616.15 | Gross profit | 59539.39 | Gross loss | -17923.24 |
Profit factor | 3.32 | Expected payoff | 50.38 | | |
Absolute drawdown | 1676.10 | Maximal drawdown | 2954.66 (6.52%) | Relative drawdown | 17.09% (1716.28) |
|
Total trades | 826 | Short positions (won %) | 387 (84.24%) | Long positions (won %) | 439 (79.04%) |
| Profit trades (% of total) | 673 (81.48%) | Loss trades (% of total) | 153 (18.52%) |
Largest | profit trade | 272.11 | loss trade | -502.96 |
Average | profit trade | 88.47 | loss trade | -117.15 |
Maximum | consecutive wins (profit in money) | 36 (2563.86) | consecutive losses (loss in money) | 7 (-1312.87) |
Maximal | consecutive profit (count of wins) | 2917.37 (23) | consecutive loss (count of losses) | -2431.88 (6) |
Average | consecutive wins | 7 | consecutive losses | 2 |