| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 30分足(M30) 2005.02.01 00:00 - 2010.01.29 22:30 (2005.02.01 - 2010.02.01) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | MaxLot=50; Leverage=10; |
|
| Bars in test | 62163 | Ticks modelled | 31666158 | Modelling quality | 90.00% |
| Mismatched charts errors | 20 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 5375549.78 | Gross profit | 17819745.67 | Gross loss | -12444195.88 |
| Profit factor | 1.43 | Expected payoff | 1396.97 | | |
| Absolute drawdown | 239.98 | Maximal drawdown | 517363.35 (53.00%) | Relative drawdown | 57.96% (1047.71) |
|
| Total trades | 3848 | Short positions (won %) | 1973 (79.22%) | Long positions (won %) | 1875 (76.91%) |
| Profit trades (% of total) | 3005 (78.09%) | Loss trades (% of total) | 843 (21.91%) |
| Largest | profit trade | 15000.00 | loss trade | -48000.00 |
| Average | profit trade | 5930.03 | loss trade | -14761.80 |
| Maximum | consecutive wins (profit in money) | 39 (363807.20) | consecutive losses (loss in money) | 9 (-188839.36) |
| Maximal | consecutive profit (count of wins) | 406500.00 (32) | consecutive loss (count of losses) | -188839.36 (9) |
| Average | consecutive wins | 8 | consecutive losses | 2 |