通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2008.01.01 00:00 - 2008.08.30 06:30 (2008.01.01 - 2008.09.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=5; StopLoss=60; Slippage=0;
EntryHour=4; EntryFrequency=1; Fitted_to_ODL=true; TPadjustment=true;
TemporalTP=15; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; Magic=20080328; |
|
Bars in test | 9218 | Ticks modelled | 1631484 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -2250.00 | Gross profit | 15150.00 | Gross loss | -17400.00 |
Profit factor | 0.87 | Expected payoff | -6.92 | | |
Absolute drawdown | 2570.00 | Maximal drawdown | 5710.00 (43.46%) | Relative drawdown | 43.46% (5710.00) |
|
Total trades | 325 | Short positions (won %) | 175 (88.57%) | Long positions (won %) | 150 (94.00%) |
| Profit trades (% of total) | 296 (91.08%) | Loss trades (% of total) | 29 (8.92%) |
Largest | profit trade | 80.00 | loss trade | -600.00 |
Average | profit trade | 51.18 | loss trade | -600.00 |
Maximum | consecutive wins (profit in money) | 42 (2140.00) | consecutive losses (loss in money) | 3 (-1800.00) |
Maximal | consecutive profit (count of wins) | 2140.00 (42) | consecutive loss (count of losses) | -1800.00 (3) |
Average | consecutive wins | 14 | consecutive losses | 1 |