通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2003.01.01 05:55 - 2008.04.18 15:45 (2003.01.01 - 2008.04.19) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Magic=772188; RightSideLabel=false;
TakeProfit=5; Multiplier=3; Pips=5; Lots=0.1; InitialStop=30; MaxTrades=3; TradersMaxTrades=3; Money_management=false; |
|
Bars in test | 394926 | Ticks modelled | 10548040 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 21736.71 | Gross profit | 30440.13 | Gross loss | -8703.42 |
Profit factor | 3.50 | Expected payoff | 6.67 | | |
Absolute drawdown | 25.00 | Maximal drawdown | 882.00 (3.54%) | Relative drawdown | 4.66% (522.09) |
|
Total trades | 3258 | Short positions (won %) | 1584 (66.41%) | Long positions (won %) | 1674 (66.79%) |
| Profit trades (% of total) | 2170 (66.61%) | Loss trades (% of total) | 1088 (33.39%) |
Largest | profit trade | 52.29 | loss trade | -323.37 |
Average | profit trade | 14.03 | loss trade | -8.00 |
Maximum | consecutive wins (profit in money) | 19 (143.00) | consecutive losses (loss in money) | 5 (-441.00) |
Maximal | consecutive profit (count of wins) | 143.00 (19) | consecutive loss (count of losses) | -503.27 (4) |
Average | consecutive wins | 2 | consecutive losses | 1 |