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=98; Magic=20080328; |
|
Bars in test | 13277 | Ticks modelled | 1199873 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 381751.06 | Gross profit | 838551.70 | Gross loss | -456800.64 |
Profit factor | 1.84 | Expected payoff | 994.14 | | |
Absolute drawdown | 502.00 | Maximal drawdown | 243729.16 (69.70%) | Relative drawdown | 69.70% (243729.16) |
|
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 | 11160.00 | loss trade | -62460.00 |
Average | profit trade | 2248.13 | loss trade | -41527.33 |
Maximum | consecutive wins (profit in money) | 159 (313662.96) | consecutive losses (loss in money) | 3 (-154118.06) |
Maximal | consecutive profit (count of wins) | 313662.96 (159) | consecutive loss (count of losses) | -154118.06 (3) |
Average | consecutive wins | 47 | consecutive losses | 2 |