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=2; MoneyManagement=false; minLots=1;
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Bars in test | 152603 | Ticks modelled | 4957901 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | | |
Total net profit | 54133.00 | Gross profit | 94700.00 | Gross loss | -40567.00 |
Profit factor | 2.33 | Expected payoff | 71.79 | | |
Absolute drawdown | 1864.00 | Maximal drawdown | 4430.00 (7.28%) | Relative drawdown | 20.96% (2158.00) |
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Total trades | 754 | Short positions (won %) | 339 (80.24%) | Long positions (won %) | 415 (82.65%) |
| Profit trades (% of total) | 615 (81.56%) | Loss trades (% of total) | 139 (18.44%) |
Largest | profit trade | 1273.00 | loss trade | -1121.00 |
Average | profit trade | 153.98 | loss trade | -291.85 |
Maximum | consecutive wins (profit in money) | 31 (4381.00) | consecutive losses (loss in money) | 8 (-1251.00) |
Maximal | consecutive profit (count of wins) | 5309.00 (7) | consecutive loss (count of losses) | -2666.00 (4) |
Average | consecutive wins | 7 | consecutive losses | 2 |