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=false; minLots=1; maxLots=100; Risk_percent=10; |
|
Bars in test | 111811 | Ticks modelled | 15823398 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 190724.00 | Gross profit | 322934.00 | Gross loss | -132210.00 |
Profit factor | 2.44 | Expected payoff | 44.76 | | |
Absolute drawdown | 1770.00 | Maximal drawdown | 4651.00 (7.96%) | Relative drawdown | 29.00% (3362.00) |
|
Total trades | 4261 | Short positions (won %) | 2107 (94.83%) | Long positions (won %) | 2154 (94.85%) |
| Profit trades (% of total) | 4041 (94.84%) | Loss trades (% of total) | 220 (5.16%) |
Largest | profit trade | 92.00 | loss trade | -620.00 |
Average | profit trade | 79.91 | loss trade | -600.95 |
Maximum | consecutive wins (profit in money) | 191 (15215.00) | consecutive losses (loss in money) | 4 (-2429.00) |
Maximal | consecutive profit (count of wins) | 15215.00 (191) | consecutive loss (count of losses) | -2429.00 (4) |
Average | consecutive wins | 26 | consecutive losses | 1 |