通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2007.01.01 23:00 - 2007.12.31 17:00 (2007.01.01 - 2008.01.01) |
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=true;
minLots=0.1; maxLots=100; Risk_percent=94; Magic=20080328; |
|
Bars in test | 13277 | Ticks modelled | 1199873 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 31661.12 | Gross profit | 55293.58 | Gross loss | -23632.46 |
Profit factor | 2.34 | Expected payoff | 82.45 | | |
Absolute drawdown | 162.00 | Maximal drawdown | 13040.58 (33.87%) | Relative drawdown | 33.87% (13040.58) |
|
Total trades | 384 | Short positions (won %) | 193 (95.85%) | Long positions (won %) | 191 (98.43%) |
| Profit trades (% of total) | 373 (97.14%) | Loss trades (% of total) | 11 (2.86%) |
Largest | profit trade | 513.36 | loss trade | -2858.54 |
Average | profit trade | 148.24 | loss trade | -2148.41 |
Maximum | consecutive wins (profit in money) | 159 (22645.72) | consecutive losses (loss in money) | 3 (-7343.78) |
Maximal | consecutive profit (count of wins) | 22645.72 (159) | consecutive loss (count of losses) | -7343.78 (3) |
Average | consecutive wins | 47 | consecutive losses | 2 |