| 通貨ペア | USDCHF (United States Dollar vs. Swiss Franc) |
| 期間 | 30分足(M30) 2000.01.03 02:00 - 2010.04.29 23:30 (2000.01.01 - 2010.04.30) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | Usercode=0; Symbol_mark=""; Magic=33331111; Slippage=3; Lots=1; Gmt=3; Tp=10; Lc=80; D_Tp=48; D_Lc=98; Max_spread=5; Time_close11=true;
Time_close14=false;
Time_close17=false;
Friday_stop=true;
Free_comment=""; |
|
| Bars in test | 128611 | Ticks modelled | 35193341 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 141308.30 | Gross profit | 157290.04 | Gross loss | -15981.74 |
| Profit factor | 9.84 | Expected payoff | 34.10 | | |
| Absolute drawdown | 12.88 | Maximal drawdown | 1084.07 (0.79%) | Relative drawdown | 2.64% (318.19) |
|
| Total trades | 4144 | Short positions (won %) | 2112 (96.64%) | Long positions (won %) | 2032 (97.69%) |
| Profit trades (% of total) | 4026 (97.15%) | Loss trades (% of total) | 118 (2.85%) |
| Largest | profit trade | 175.74 | loss trade | -655.74 |
| Average | profit trade | 39.07 | loss trade | -135.44 |
| Maximum | consecutive wins (profit in money) | 439 (20272.88) | consecutive losses (loss in money) | 3 (-384.71) |
| Maximal | consecutive profit (count of wins) | 20272.88 (439) | consecutive loss (count of losses) | -655.74 (1) |
| Average | consecutive wins | 36 | consecutive losses | 1 |