通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.07.01 23:30 (2008.01.01 - 2008.07.02) |
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; EntryHour=19; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080328; |
|
Bars in test | 7173 | Ticks modelled | 1233469 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6021.00 | Gross profit | 12051.50 | Gross loss | -6030.50 |
Profit factor | 2.00 | Expected payoff | 25.73 | | |
Absolute drawdown | 840.00 | Maximal drawdown | 2031.00 (12.10%) | Relative drawdown | 12.10% (2031.00) |
|
Total trades | 234 | Short positions (won %) | 110 (93.64%) | Long positions (won %) | 124 (97.58%) |
| Profit trades (% of total) | 224 (95.73%) | Loss trades (% of total) | 10 (4.27%) |
Largest | profit trade | 100.00 | loss trade | -625.50 |
Average | profit trade | 53.80 | loss trade | -603.05 |
Maximum | consecutive wins (profit in money) | 48 (2511.50) | consecutive losses (loss in money) | 2 (-1217.00) |
Maximal | consecutive profit (count of wins) | 2511.50 (48) | consecutive loss (count of losses) | -1217.00 (2) |
Average | consecutive wins | 28 | consecutive losses | 1 |