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=95; Magic=20080328; |
|
Bars in test | 13277 | Ticks modelled | 1199873 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 73381.34 | Gross profit | 138584.26 | Gross loss | -65202.92 |
Profit factor | 2.13 | Expected payoff | 191.10 | | |
Absolute drawdown | 251.00 | Maximal drawdown | 35509.00 (47.34%) | Relative drawdown | 47.34% (35509.00) |
|
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 | 1562.40 | loss trade | -8818.90 |
Average | profit trade | 371.54 | loss trade | -5927.54 |
Maximum | consecutive wins (profit in money) | 159 (55470.86) | consecutive losses (loss in money) | 3 (-21472.04) |
Maximal | consecutive profit (count of wins) | 55470.86 (159) | consecutive loss (count of losses) | -21472.04 (3) |
Average | consecutive wins | 47 | consecutive losses | 2 |