通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 1999.01.06 14:30 - 2007.12.30 23:30 (1999.01.01 - 2007.12.31) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MoneyManagement=true; minLots=0.1; maxLots=300; Risk_percent=3; Magic=20080328; |
|
Bars in test | 111811 | Ticks modelled | 15823398 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 11890920.90 | Gross profit | 16591004.10 | Gross loss | -4700083.20 |
Profit factor | 3.53 | Expected payoff | 1823.76 | | |
Absolute drawdown | 371.10 | Maximal drawdown | 1053600.00 (8.98%) | Relative drawdown | 8.98% (1053600.00) |
|
Total trades | 6520 | Short positions (won %) | 3141 (97.96%) | Long positions (won %) | 3379 (98.02%) |
| Profit trades (% of total) | 6389 (97.99%) | Loss trades (% of total) | 131 (2.01%) |
Largest | profit trade | 18600.00 | loss trade | -183600.00 |
Average | profit trade | 2596.81 | loss trade | -35878.50 |
Maximum | consecutive wins (profit in money) | 395 (1334996.30) | consecutive losses (loss in money) | 3 (-543600.00) |
Maximal | consecutive profit (count of wins) | 2334674.70 (160) | consecutive loss (count of losses) | -543600.00 (3) |
Average | consecutive wins | 65 | consecutive losses | 1 |