通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 1999.01.06 14:30 - 2007.12.30 23:30 (1999.01.01 - 2007.12.31) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MoneyManagement=true; minLots=0.1; maxLots=10000; Risk_percent=10; Magic=20080328; |
|
Bars in test | 111811 | Ticks modelled | 15823398 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 10007361.70 | Gross profit | 11768613.70 | Gross loss | -1761252.00 |
Profit factor | 6.68 | Expected payoff | 3639.04 | | |
Absolute drawdown | 123.70 | Maximal drawdown | 614208.00 (6.36%) | Relative drawdown | 25.26% (296.20) |
|
Total trades | 2750 | Short positions (won %) | 1323 (97.73%) | Long positions (won %) | 1427 (97.76%) |
| Profit trades (% of total) | 2688 (97.75%) | Loss trades (% of total) | 62 (2.25%) |
Largest | profit trade | 49795.00 | loss trade | -567150.00 |
Average | profit trade | 4378.20 | loss trade | -28407.29 |
Maximum | consecutive wins (profit in money) | 248 (31606.50) | consecutive losses (loss in money) | 3 (-7343.10) |
Maximal | consecutive profit (count of wins) | 3910659.60 (155) | consecutive loss (count of losses) | -567150.00 (1) |
Average | consecutive wins | 58 | consecutive losses | 1 |