通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.05.30 20:30 (2008.01.01 - 2008.06.01) |
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 | 6120 | Ticks modelled | 988783 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6042.00 | Gross profit | 10281.50 | Gross loss | -4239.50 |
Profit factor | 2.43 | Expected payoff | 30.52 | | |
Absolute drawdown | 848.00 | Maximal drawdown | 1622.00 (9.86%) | Relative drawdown | 10.96% (1127.00) |
|
Total trades | 198 | Short positions (won %) | 93 (94.62%) | Long positions (won %) | 105 (98.10%) |
| Profit trades (% of total) | 191 (96.46%) | Loss trades (% of total) | 7 (3.54%) |
Largest | profit trade | 100.00 | loss trade | -622.50 |
Average | profit trade | 53.83 | loss trade | -605.64 |
Maximum | consecutive wins (profit in money) | 48 (2520.50) | consecutive losses (loss in money) | 2 (-1215.00) |
Maximal | consecutive profit (count of wins) | 2520.50 (48) | consecutive loss (count of losses) | -1215.00 (2) |
Average | consecutive wins | 32 | consecutive losses | 1 |