通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.07.31 23:30 (2008.01.01 - 2008.08.01) |
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;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080328; |
|
Bars in test | 8221 | Ticks modelled | 1428502 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6451.00 | Gross profit | 14310.00 | Gross loss | -7859.00 |
Profit factor | 1.82 | Expected payoff | 23.04 | | |
Absolute drawdown | 836.00 | Maximal drawdown | 2029.00 (12.09%) | Relative drawdown | 12.09% (2029.00) |
|
Total trades | 280 | Short positions (won %) | 137 (92.70%) | Long positions (won %) | 143 (97.90%) |
| Profit trades (% of total) | 267 (95.36%) | Loss trades (% of total) | 13 (4.64%) |
Largest | profit trade | 100.00 | loss trade | -627.00 |
Average | profit trade | 53.60 | loss trade | -604.54 |
Maximum | consecutive wins (profit in money) | 48 (2507.00) | consecutive losses (loss in money) | 2 (-1218.00) |
Maximal | consecutive profit (count of wins) | 2508.00 (44) | consecutive loss (count of losses) | -1218.00 (2) |
Average | consecutive wins | 24 | consecutive losses | 1 |