通貨ペア | EURCHF (Euro vs Swiss Franc) |
期間 | 5分足(M5) 2004.07.01 00:00 - 2008.10.14 23:55 (2004.07.01 - 2008.10.15) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Magic=5030; Lots=0.1; TP=450; SL=250; slippage=30; Closeofmarketorder=false;
CloseParameter=7; OpenParameter=11; _000="Money_management"; Money_management=false;
AccountType=1; risk=1.5; _001="Timefilter"; TradeTimeFilter=true;
OpenStartTime=22; TradePeriod=4; MondayMoningFilter=true;
MondayMoning=5; FridayNightFilter=true;
FridayNight=15; LongTimeOpenPositionCloser=false;
LongTimeOpenPositionHour=3; LongTimeOpenPositionMinute=0; DayofweekFilter=false;
Trade_Mon=1; Trade_Tue=0; Trade_Wed=0; Trade_Thu=0; Trade_Fri=0; SpreadFilter=false;
MaxSpread=3; |
|
Bars in test | 304615 | Ticks modelled | 7506723 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 1353.92 | Gross profit | 2012.21 | Gross loss | -658.29 |
Profit factor | 3.06 | Expected payoff | 1.07 | | |
Absolute drawdown | 7.45 | Maximal drawdown | 59.83 (2.69%) | Relative drawdown | 3.86% (53.96) |
|
Total trades | 1271 | Short positions (won %) | 560 (86.25%) | Long positions (won %) | 711 (97.19%) |
| Profit trades (% of total) | 1174 (92.37%) | Loss trades (% of total) | 97 (7.63%) |
Largest | profit trade | 10.65 | loss trade | -17.16 |
Average | profit trade | 1.71 | loss trade | -6.79 |
Maximum | consecutive wins (profit in money) | 78 (212.94) | consecutive losses (loss in money) | 3 (-0.97) |
Maximal | consecutive profit (count of wins) | 212.94 (78) | consecutive loss (count of losses) | -31.38 (2) |
Average | consecutive wins | 13 | consecutive losses | 1 |