通貨ペア | XXXXXX |
期間 | 30分足(M30) 1999.01.07 16:30 - 2006.12.29 21:30 (1999.01.01 - 2006.12.31) |
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; MoneyManagement=false;
minLots=1; maxLots=50; Risk_percent=25; |
|
Bars in test | 94946 | Ticks modelled | 19512215 | Modelling quality | 89.91% |
Mismatched charts errors | 9 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 682394.05 | Gross profit | 684203.06 | Gross loss | -1809.01 |
Profit factor | 378.22 | Expected payoff | 58.12 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1452.69 (0.21%) | Relative drawdown | 1.44% (241.45) |
|
Total trades | 11742 | Short positions (won %) | 5429 (99.94%) | Long positions (won %) | 6313 (100.00%) |
| Profit trades (% of total) | 11739 (99.97%) | Loss trades (% of total) | 3 (0.03%) |
Largest | profit trade | 101.89 | loss trade | -630.09 |
Average | profit trade | 58.28 | loss trade | -603.00 |
Maximum | consecutive wins (profit in money) | 9732 (575739.86) | consecutive losses (loss in money) | 2 (-1178.93) |
Maximal | consecutive profit (count of wins) | 575739.86 (9732) | consecutive loss (count of losses) | -1178.93 (2) |
Average | consecutive wins | 3913 | consecutive losses | 2 |