通貨ペア | EURUSD (Euro 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=20; StopLoss=80; maxSpread=2; MoneyManagement=false; minLots=1; |
|
Bars in test | 153475 | Ticks modelled | 4631273 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 25790.00 | Gross profit | 74676.50 | Gross loss | -48886.50 |
Profit factor | 1.53 | Expected payoff | 25.89 | | |
Absolute drawdown | 556.00 | Maximal drawdown | 4476.00 (12.59%) | Relative drawdown | 18.17% (3535.00) |
|
Total trades | 996 | Short positions (won %) | 484 (72.93%) | Long positions (won %) | 512 (76.76%) |
| Profit trades (% of total) | 746 (74.90%) | Loss trades (% of total) | 250 (25.10%) |
Largest | profit trade | 224.00 | loss trade | -825.50 |
Average | profit trade | 100.10 | loss trade | -195.55 |
Maximum | consecutive wins (profit in money) | 34 (2840.50) | consecutive losses (loss in money) | 10 (-1407.50) |
Maximal | consecutive profit (count of wins) | 3488.50 (20) | consecutive loss (count of losses) | -2682.00 (6) |
Average | consecutive wins | 5 | consecutive losses | 2 |