通貨ペア | GBPUSD (Great Britain Pound vs US Dollar) |
期間 | 2006.11.01 00:00 - 2008.11.30 23:55 (2006.11.01 - 2008.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=130; StopLoss=110; maxSpread=5; MoneyManagement=false; minLots=1; |
|
Bars in test | 152603 | Ticks modelled | 4957901 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 29864.00 | Gross profit | 76423.00 | Gross loss | -46559.00 |
Profit factor | 1.64 | Expected payoff | 39.61 | | |
Absolute drawdown | 2428.50 | Maximal drawdown | 5869.00 (15.14%) | Relative drawdown | 25.26% (2559.00) |
|
Total trades | 754 | Short positions (won %) | 339 (76.40%) | Long positions (won %) | 415 (77.59%) |
| Profit trades (% of total) | 581 (77.06%) | Loss trades (% of total) | 173 (22.94%) |
Largest | profit trade | 1244.00 | loss trade | -1118.00 |
Average | profit trade | 131.54 | loss trade | -269.13 |
Maximum | consecutive wins (profit in money) | 30 (3472.00) | consecutive losses (loss in money) | 8 (-1499.50) |
Maximal | consecutive profit (count of wins) | 5087.00 (7) | consecutive loss (count of losses) | -2718.00 (4) |
Average | consecutive wins | 6 | consecutive losses | 2 |