通貨ペア | USDCAD (US Dollar vs Canadian Dollar) |
期間 | 5分足(M5) 2007.03.01 00:00 - 2009.03.27 20:55 (2007.03.01 - 2009.03.29) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=40; StopLoss=70; maxSpread=4; MoneyManagement=false; minLots=1; maxLots=1; |
|
Bars in test | 147046 | Ticks modelled | 3441510 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 30641.69 | Gross profit | 52933.17 | Gross loss | -22291.48 |
Profit factor | 2.37 | Expected payoff | 49.99 | | |
Absolute drawdown | 238.56 | Maximal drawdown | 3433.26 (9.40%) | Relative drawdown | 13.55% (2360.65) |
|
Total trades | 613 | Short positions (won %) | 324 (78.09%) | Long positions (won %) | 289 (73.70%) |
| Profit trades (% of total) | 466 (76.02%) | Loss trades (% of total) | 147 (23.98%) |
Largest | profit trade | 429.90 | loss trade | -770.49 |
Average | profit trade | 113.59 | loss trade | -151.64 |
Maximum | consecutive wins (profit in money) | 23 (1934.49) | consecutive losses (loss in money) | 5 (-1160.60) |
Maximal | consecutive profit (count of wins) | 2536.12 (18) | consecutive loss (count of losses) | -2284.26 (3) |
Average | consecutive wins | 5 | consecutive losses | 2 |