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=3; 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 | 47896.00 | Gross profit | 89713.00 | Gross loss | -41817.00 |
Profit factor | 2.15 | Expected payoff | 63.52 | | |
Absolute drawdown | 1941.50 | Maximal drawdown | 4536.50 (8.29%) | Relative drawdown | 21.85% (2253.00) |
|
Total trades | 754 | Short positions (won %) | 339 (76.70%) | Long positions (won %) | 415 (83.37%) |
| Profit trades (% of total) | 606 (80.37%) | Loss trades (% of total) | 148 (19.63%) |
Largest | profit trade | 1256.00 | loss trade | -1142.00 |
Average | profit trade | 148.04 | loss trade | -282.55 |
Maximum | consecutive wins (profit in money) | 31 (4075.50) | consecutive losses (loss in money) | 7 (-1299.00) |
Maximal | consecutive profit (count of wins) | 5293.00 (7) | consecutive loss (count of losses) | -2742.00 (4) |
Average | consecutive wins | 7 | consecutive losses | 2 |