通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.11.30 23:30 (2008.01.01 - 2008.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | EA_Settings="------"; TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=19; EntryFrequency=1; OrderSendRetries=5; maxSpread=3; TPClosure_Settings="------"; TPClosureMode=true;
TPadjustment=false;
TemporalTP=10; ATRStop_Settings="------"; UseATRStop=false;
ATRTimeframe=15; ATRPeriod=10; ATRStoplevel=3; MM_Settings="------"; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; |
|
Bars in test | 12315 | Ticks modelled | 3049255 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2853.50 | Gross profit | 23824.50 | Gross loss | -20971.00 |
Profit factor | 1.14 | Expected payoff | 5.93 | | |
Absolute drawdown | 840.00 | Maximal drawdown | 5642.50 (35.87%) | Relative drawdown | 35.87% (5642.50) |
|
Total trades | 481 | Short positions (won %) | 272 (93.01%) | Long positions (won %) | 209 (92.34%) |
| Profit trades (% of total) | 446 (92.72%) | Loss trades (% of total) | 35 (7.28%) |
Largest | profit trade | 100.00 | loss trade | -625.50 |
Average | profit trade | 53.42 | loss trade | -599.17 |
Maximum | consecutive wins (profit in money) | 44 (2513.00) | consecutive losses (loss in money) | 2 (-1217.00) |
Maximal | consecutive profit (count of wins) | 2513.00 (44) | consecutive loss (count of losses) | -1217.00 (2) |
Average | consecutive wins | 15 | consecutive losses | 1 |