通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2000.01.02 23:00 - 2002.12.30 23:30 (2000.01.01 - 2002.12.31) |
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; Magic=20080328; |
|
Bars in test | 38326 | Ticks modelled | 4941365 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 59901.00 | Gross profit | 84568.00 | Gross loss | -24667.00 |
Profit factor | 3.43 | Expected payoff | 34.56 | | |
Absolute drawdown | 377.00 | Maximal drawdown | 2426.00 (8.06%) | Relative drawdown | 8.06% (2426.00) |
|
Total trades | 1733 | Short positions (won %) | 853 (97.42%) | Long positions (won %) | 880 (97.84%) |
| Profit trades (% of total) | 1692 (97.63%) | Loss trades (% of total) | 41 (2.37%) |
Largest | profit trade | 62.00 | loss trade | -612.00 |
Average | profit trade | 49.98 | loss trade | -601.63 |
Maximum | consecutive wins (profit in money) | 248 (12404.00) | consecutive losses (loss in money) | 3 (-1836.00) |
Maximal | consecutive profit (count of wins) | 12404.00 (248) | consecutive loss (count of losses) | -1836.00 (3) |
Average | consecutive wins | 58 | consecutive losses | 1 |