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;
TakeProfit=90; StopLoss=70; maxSpread=3;
MoneyManagement=false; minLots=1;
|
|
Bars in test | 151703 | Ticks modelled | 4440221 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 36141.69 | Gross profit | 54511.22 | Gross loss | -18369.53 |
Profit factor | 2.97 | Expected payoff | 24.65 | | |
Absolute drawdown | 334.00 | Maximal drawdown | 2123.39 (4.85%) | Relative drawdown | 6.94% (1498.07) |
|
Total trades | 1466 | Short positions (won %) | 681 (82.82%) | Long positions (won %) | 785 (82.55%) |
| Profit trades (% of total) | 1212 (82.67%) | Loss trades (% of total) | 254 (17.33%) |
Largest | profit trade | 630.32 | loss trade | -620.87 |
Average | profit trade | 44.98 | loss trade | -72.32 |
Maximum | consecutive wins (profit in money) | 93 (2323.73) | consecutive losses (loss in money) | 7 (-1122.69) |
Maximal | consecutive profit (count of wins) | 2525.40 (82) | consecutive loss (count of losses) | -1807.80 (3) |
Average | consecutive wins | 9 | consecutive losses | 2 |