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=3; 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 | 13801.00 | Gross profit | 67081.00 | Gross loss | -53280.00 |
Profit factor | 1.26 | Expected payoff | 13.84 | | |
Absolute drawdown | 766.00 | Maximal drawdown | 6343.50 (24.66%) | Relative drawdown | 33.48% (5192.50) |
|
Total trades | 997 | Short positions (won %) | 483 (71.84%) | Long positions (won %) | 514 (75.49%) |
| Profit trades (% of total) | 735 (73.72%) | Loss trades (% of total) | 262 (26.28%) |
Largest | profit trade | 213.50 | loss trade | -819.50 |
Average | profit trade | 91.27 | loss trade | -203.36 |
Maximum | consecutive wins (profit in money) | 34 (2477.00) | consecutive losses (loss in money) | 10 (-1540.00) |
Maximal | consecutive profit (count of wins) | 3421.00 (20) | consecutive loss (count of losses) | -3506.00 (8) |
Average | consecutive wins | 5 | consecutive losses | 2 |