通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2007.01.01 23:00 - 2007.12.31 17:00 (2007.01.01 - 2008.01.01) |
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;
EntryFrequency=1; MoneyManagement=true;
minLots=0.1; maxLots=100; Risk_percent=96; Magic=20080328; |
|
Bars in test | 13277 | Ticks modelled | 1199873 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 142751.42 | Gross profit | 288353.14 | Gross loss | -145601.72 |
Profit factor | 1.98 | Expected payoff | 371.75 | | |
Absolute drawdown | 345.00 | Maximal drawdown | 77373.94 (57.34%) | Relative drawdown | 57.34% (77373.94) |
|
Total trades | 384 | Short positions (won %) | 193 (95.85%) | Long positions (won %) | 191 (98.43%) |
| Profit trades (% of total) | 373 (97.14%) | Loss trades (% of total) | 11 (2.86%) |
Largest | profit trade | 3794.40 | loss trade | -21712.74 |
Average | profit trade | 773.06 | loss trade | -13236.52 |
Maximum | consecutive wins (profit in money) | 159 (112887.66) | consecutive losses (loss in money) | 3 (-50395.82) |
Maximal | consecutive profit (count of wins) | 112887.66 (159) | consecutive loss (count of losses) | -50395.82 (3) |
Average | consecutive wins | 47 | consecutive losses | 2 |