通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.04.30 23:30 (2008.01.01 - 2008.05.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=19; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080328; |
|
Bars in test | 5079 | Ticks modelled | 803936 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5179.00 | Gross profit | 8202.00 | Gross loss | -3023.00 |
Profit factor | 2.71 | Expected payoff | 33.20 | | |
Absolute drawdown | 852.00 | Maximal drawdown | 1458.00 (10.67%) | Relative drawdown | 10.98% (1128.00) |
|
Total trades | 156 | Short positions (won %) | 64 (95.31%) | Long positions (won %) | 92 (97.83%) |
| Profit trades (% of total) | 151 (96.79%) | Loss trades (% of total) | 5 (3.21%) |
Largest | profit trade | 100.00 | loss trade | -621.00 |
Average | profit trade | 54.32 | loss trade | -604.60 |
Maximum | consecutive wins (profit in money) | 48 (2525.00) | consecutive losses (loss in money) | 2 (-1214.00) |
Maximal | consecutive profit (count of wins) | 2525.00 (48) | consecutive loss (count of losses) | -1214.00 (2) |
Average | consecutive wins | 30 | consecutive losses | 1 |