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=5; Magic=20080328; |
|
Bars in test | 111811 | Ticks modelled | 15823398 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 38873699.50 | Gross profit | 50292031.40 | Gross loss | -11418331.90 |
Profit factor | 4.40 | Expected payoff | 5962.22 | | |
Absolute drawdown | 618.50 | Maximal drawdown | 1053600.00 (2.72%) | Relative drawdown | 13.63% (1481.00) |
|
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 | -184800.00 |
Average | profit trade | 7871.66 | loss trade | -87162.84 |
Maximum | consecutive wins (profit in money) | 395 (5934900.00) | consecutive losses (loss in money) | 3 (-543600.00) |
Maximal | consecutive profit (count of wins) | 5934900.00 (395) | consecutive loss (count of losses) | -543600.00 (3) |
Average | consecutive wins | 65 | consecutive losses | 1 |