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=80; StopLoss=80; maxSpread=2; MoneyManagement=false; minLots=1;
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Bars in test | 152485 | Ticks modelled | 4171386 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | | |
Total net profit | 44122.70 | Gross profit | 65085.32 | Gross loss | -20962.62 |
Profit factor | 3.10 | Expected payoff | 45.77 | | |
Absolute drawdown | 512.16 | Maximal drawdown | 2569.47 (7.39%) | Relative drawdown | 15.41% (2316.25) |
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Total trades | 964 | Short positions (won %) | 457 (83.81%) | Long positions (won %) | 507 (79.49%) |
| Profit trades (% of total) | 786 (81.54%) | Loss trades (% of total) | 178 (18.46%) |
Largest | profit trade | 721.18 | loss trade | -798.84 |
Average | profit trade | 82.81 | loss trade | -117.77 |
Maximum | consecutive wins (profit in money) | 29 (3757.39) | consecutive losses (loss in money) | 6 (-685.61) |
Maximal | consecutive profit (count of wins) | 4373.72 (17) | consecutive loss (count of losses) | -1468.69 (2) |
Average | consecutive wins | 7 | consecutive losses | 2 |