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=6; 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 | 22524.00 | Gross profit | 70729.50 | Gross loss | -48205.50 |
Profit factor | 1.47 | Expected payoff | 29.87 | | |
Absolute drawdown | 2608.50 | Maximal drawdown | 6119.00 (19.19%) | Relative drawdown | 28.82% (4641.00) |
|
Total trades | 754 | Short positions (won %) | 339 (74.93%) | Long positions (won %) | 415 (73.98%) |
| Profit trades (% of total) | 561 (74.40%) | Loss trades (% of total) | 193 (25.60%) |
Largest | profit trade | 1234.00 | loss trade | -1118.00 |
Average | profit trade | 126.08 | loss trade | -249.77 |
Maximum | consecutive wins (profit in money) | 28 (3144.50) | consecutive losses (loss in money) | 8 (-1579.50) |
Maximal | consecutive profit (count of wins) | 5017.00 (7) | consecutive loss (count of losses) | -2738.00 (4) |
Average | consecutive wins | 5 | consecutive losses | 2 |