通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.08.29 20:30 (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=19; Fitted_to_ODL=true;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080328; |
|
Bars in test | 9214 | Ticks modelled | 1630836 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5467.50 | Gross profit | 16249.00 | Gross loss | -10781.50 |
Profit factor | 1.51 | Expected payoff | 17.03 | | |
Absolute drawdown | 836.00 | Maximal drawdown | 2893.00 (16.56%) | Relative drawdown | 16.56% (2893.00) |
|
Total trades | 321 | Short positions (won %) | 163 (93.87%) | Long positions (won %) | 158 (94.94%) |
| Profit trades (% of total) | 303 (94.39%) | Loss trades (% of total) | 18 (5.61%) |
Largest | profit trade | 100.00 | loss trade | -625.50 |
Average | profit trade | 53.63 | loss trade | -598.97 |
Maximum | consecutive wins (profit in money) | 48 (2512.50) | consecutive losses (loss in money) | 2 (-1217.00) |
Maximal | consecutive profit (count of wins) | 2512.50 (48) | consecutive loss (count of losses) | -1217.00 (2) |
Average | consecutive wins | 22 | consecutive losses | 1 |