通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 2006.11.01 00:00 - 2008.11.29 06:55 (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=20; StopLoss=80; maxSpread=1; MoneyManagement=false; minLots=1;
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Bars in test | 153570 | Ticks modelled | 4633204 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
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Initial deposit | 10000.00 | | | | |
Total net profit | 39040.00 | Gross profit | 78130.00 | Gross loss | -39090.00 |
Profit factor | 2.00 | Expected payoff | 40.88 | | |
Absolute drawdown | 370.00 | Maximal drawdown | 2960.00 (12.62%) | Relative drawdown | 12.62% (2960.00) |
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Total trades | 955 | Short positions (won %) | 475 (79.58%) | Long positions (won %) | 480 (78.96%) |
| Profit trades (% of total) | 757 (79.27%) | Loss trades (% of total) | 198 (20.73%) |
Largest | profit trade | 200.00 | loss trade | -800.00 |
Average | profit trade | 103.21 | loss trade | -197.42 |
Maximum | consecutive wins (profit in money) | 57 (4360.00) | consecutive losses (loss in money) | 5 (-1700.00) |
Maximal | consecutive profit (count of wins) | 4360.00 (57) | consecutive loss (count of losses) | -2400.00 (3) |
Average | consecutive wins | 6 | consecutive losses | 2 |