通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2003.01.01 05:55 - 2008.05.15 23:55 (2003.01.01 - 2008.05.16) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Magic=20080516; Alerts=false;
Closeofmarketorder=false;
Lots=0.1; TakeProfit=8; InitialStop=35; |
|
Bars in test | 400432 | Ticks modelled | 10739759 | Modelling quality | 90.00% |
Mismatched charts errors | 5 | | | | |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 6452.50 | Gross profit | 10799.70 | Gross loss | -4347.20 |
Profit factor | 2.48 | Expected payoff | 4.35 | | |
Absolute drawdown | 1.00 | Maximal drawdown | 167.80 (7.81%) | Relative drawdown | 7.81% (167.80) |
|
Total trades | 1485 | Short positions (won %) | 740 (90.81%) | Long positions (won %) | 745 (92.62%) |
| Profit trades (% of total) | 1362 (91.72%) | Loss trades (% of total) | 123 (8.28%) |
Largest | profit trade | 8.90 | loss trade | -38.00 |
Average | profit trade | 7.93 | loss trade | -35.34 |
Maximum | consecutive wins (profit in money) | 42 (327.70) | consecutive losses (loss in money) | 3 (-107.70) |
Maximal | consecutive profit (count of wins) | 327.70 (42) | consecutive loss (count of losses) | -107.70 (3) |
Average | consecutive wins | 13 | consecutive losses | 1 |