| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 15分足(M15) 2005.02.01 00:00 - 2010.02.26 22:45 (2005.02.01 - 2010.03.01) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | FixLots=0; MaxLots=50; MaxmumRisk=30; StopLoss=40; TakeProfit=0; StartTime=0; EndTime=23; |
|
| Bars in test | 125655 | Ticks modelled | 31885437 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 496830.32 | Gross profit | 1089264.32 | Gross loss | -592434.00 |
| Profit factor | 1.84 | Expected payoff | 680.59 | | |
| Absolute drawdown | 97.60 | Maximal drawdown | 64500.00 (23.90%) | Relative drawdown | 39.90% (6441.47) |
|
| Total trades | 730 | Short positions (won %) | 491 (76.17%) | Long positions (won %) | 239 (61.51%) |
| Profit trades (% of total) | 521 (71.37%) | Loss trades (% of total) | 209 (28.63%) |
| Largest | profit trade | 10000.00 | loss trade | -20000.00 |
| Average | profit trade | 2090.72 | loss trade | -2834.61 |
| Maximum | consecutive wins (profit in money) | 16 (30904.90) | consecutive losses (loss in money) | 5 (-3328.20) |
| Maximal | consecutive profit (count of wins) | 85888.90 (13) | consecutive loss (count of losses) | -40000.00 (2) |
| Average | consecutive wins | 4 | consecutive losses | 1 |