通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 1999.01.06 23:30 - 2007.12.31 23:30 (1999.01.01 - 2008.01.01) |
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 | 111851 | Ticks modelled | 16292763 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 178366.80 | Gross profit | 294836.61 | Gross loss | -116469.81 |
Profit factor | 2.53 | Expected payoff | 31.15 | | |
Absolute drawdown | 2545.28 | Maximal drawdown | 4445.28 (2.35%) | Relative drawdown | 32.96% (3665.28) |
|
Total trades | 5726 | Short positions (won %) | 2815 (96.38%) | Long positions (won %) | 2911 (96.84%) |
| Profit trades (% of total) | 5532 (96.61%) | Loss trades (% of total) | 194 (3.39%) |
Largest | profit trade | 150.00 | loss trade | -615.09 |
Average | profit trade | 53.30 | loss trade | -600.36 |
Maximum | consecutive wins (profit in money) | 255 (13640.00) | consecutive losses (loss in money) | 3 (-1815.09) |
Maximal | consecutive profit (count of wins) | 13640.00 (255) | consecutive loss (count of losses) | -1815.09 (3) |
Average | consecutive wins | 38 | consecutive losses | 1 |