通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 1999.01.06 14:30 - 2007.12.30 23:30 (1999.01.01 - 2007.12.31) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MoneyManagement=false; minLots=1; maxLots=100; Risk_percent=10;Magic=20080325; |
|
Bars in test | 111811 | Ticks modelled | 15823398 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 247232.00 | Gross profit | 325375.00 | Gross loss | -78143.00 |
Profit factor | 4.16 | Expected payoff | 37.22 | | |
Absolute drawdown | 790.00 | Maximal drawdown | 2854.00 (16.63%) | Relative drawdown | 22.44% (2665.00) |
|
Total trades | 6643 | Short positions (won %) | 3301 (98.03%) | Long positions (won %) | 3342 (98.06%) |
| Profit trades (% of total) | 6513 (98.04%) | Loss trades (% of total) | 130 (1.96%) |
Largest | profit trade | 62.00 | loss trade | -616.00 |
Average | profit trade | 49.96 | loss trade | -601.10 |
Maximum | consecutive wins (profit in money) | 433 (21683.00) | consecutive losses (loss in money) | 3 (-1836.00) |
Maximal | consecutive profit (count of wins) | 21683.00 (433) | consecutive loss (count of losses) | -1836.00 (3) |
Average | consecutive wins | 66 | consecutive losses | 1 |