通貨ペア | EURUSD (Euro vs. United States Dollar) |
期間 | 30分足(M30) 2005.01.05 12:00 - 2008.03.31 23:30 (2005.01.01 - 2008.04.01) |
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=22; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=15; Magic=20080328; |
|
Bars in test | 39981 | Ticks modelled | 9605772 | Modelling quality | 89.78% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 20489.42 | Gross profit | 69891.75 | Gross loss | -49402.32 |
Profit factor | 1.41 | Expected payoff | 13.87 | | |
Absolute drawdown | 6342.13 | Maximal drawdown | 6425.67 (63.72%) | Relative drawdown | 63.72% (6425.67) |
|
Total trades | 1477 | Short positions (won %) | 703 (93.88%) | Long positions (won %) | 774 (94.96%) |
| Profit trades (% of total) | 1395 (94.45%) | Loss trades (% of total) | 82 (5.55%) |
Largest | profit trade | 109.03 | loss trade | -634.36 |
Average | profit trade | 50.10 | loss trade | -602.47 |
Maximum | consecutive wins (profit in money) | 203 (9905.76) | consecutive losses (loss in money) | 4 (-2381.51) |
Maximal | consecutive profit (count of wins) | 9905.76 (203) | consecutive loss (count of losses) | -2381.51 (4) |
Average | consecutive wins | 26 | consecutive losses | 2 |