通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
期間 | 15分足(M15) 2004.07.01 00:00 - 2008.09.30 23:45 (2004.07.01 - 2008.10.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | |
|
Bars in test | 104793 | Ticks modelled | 4357234 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -8653.15 | Gross profit | 23736.77 | Gross loss | -32389.92 |
Profit factor | 0.73 | Expected payoff | -9.90 | | |
Absolute drawdown | 8836.37 | Maximal drawdown | 13770.74 (92.21%) | Relative drawdown | 92.21% (13770.74) |
|
Total trades | 874 | Short positions (won %) | 467 (59.10%) | Long positions (won %) | 407 (49.14%) |
| Profit trades (% of total) | 476 (54.46%) | Loss trades (% of total) | 398 (45.54%) |
Largest | profit trade | 156.52 | loss trade | -609.71 |
Average | profit trade | 49.87 | loss trade | -81.38 |
Maximum | consecutive wins (profit in money) | 24 (1493.85) | consecutive losses (loss in money) | 12 (-1302.21) |
Maximal | consecutive profit (count of wins) | 1493.85 (24) | consecutive loss (count of losses) | -1998.19 (6) |
Average | consecutive wins | 3 | consecutive losses | 3 |