| 通貨ペア | GBPUSD (Great Britain Pound vs. United States Dollar) |
| 期間 | 1時間足(H1) 2005.02.01 00:00 - 2010.09.01 00:00 (2005.02.01 - 2010.09.01) |
| モデル | Control points (a very crude method, the results must not be considered) |
| パラメーター | LotManagement=true;
BaseLots=0.1; MaxLot=50; MaxmumRisk=15; LimitTime=21; |
|
| Bars in test | 34808 | Ticks modelled | 775341 | Modelling quality | n/a |
| Mismatched charts errors | 179 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 3401265.06 | Gross profit | 9264551.15 | Gross loss | -5863286.09 |
| Profit factor | 1.58 | Expected payoff | 2357.08 | | |
| Absolute drawdown | 322.82 | Maximal drawdown | 320000.00 (8.72%) | Relative drawdown | 47.34% (201244.40) |
|
| Total trades | 1443 | Short positions (won %) | 725 (72.55%) | Long positions (won %) | 718 (75.35%) |
| Profit trades (% of total) | 1067 (73.94%) | Loss trades (% of total) | 376 (26.06%) |
| Largest | profit trade | 22500.00 | loss trade | -45000.00 |
| Average | profit trade | 8682.80 | loss trade | -15593.85 |
| Maximum | consecutive wins (profit in money) | 24 (390000.00) | consecutive losses (loss in money) | 5 (-130052.80) |
| Maximal | consecutive profit (count of wins) | 390000.00 (24) | consecutive loss (count of losses) | -130052.80 (5) |
| Average | consecutive wins | 4 | consecutive losses | 1 |