通貨ペア | EURUSD (Euro vs. United States Dollar) |
期間 | 30分足(M30) 2005.01.01 00:00 - 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 | 41170 | Ticks modelled | 5867304 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 93458.55 | Gross profit | 123570.31 | Gross loss | -30111.76 |
Profit factor | 4.10 | Expected payoff | 39.67 | | |
Absolute drawdown | 691.99 | Maximal drawdown | 3455.28 (3.49%) | Relative drawdown | 14.62% (1593.92) |
|
Total trades | 2356 | Short positions (won %) | 1153 (97.75%) | Long positions (won %) | 1203 (98.00%) |
| Profit trades (% of total) | 2306 (97.88%) | Loss trades (% of total) | 50 (2.12%) |
Largest | profit trade | 104.95 | loss trade | -627.84 |
Average | profit trade | 53.59 | loss trade | -602.24 |
Maximum | consecutive wins (profit in money) | 391 (20969.32) | consecutive losses (loss in money) | 3 (-1813.92) |
Maximal | consecutive profit (count of wins) | 20969.32 (391) | consecutive loss (count of losses) | -1813.92 (3) |
Average | consecutive wins | 62 | consecutive losses | 1 |