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=6;
Bars in test	62163	Ticks modelled	31666158	Modelling quality	90.00%
Mismatched charts errors	20
Initial deposit	1000.00
Total net profit	8048232.98	Gross profit	24610151.83	Gross loss	-16561918.85
Profit factor	1.49	Expected payoff	1047.67
Absolute drawdown	229.73	Maximal drawdown	740721.82 (9.19%)	Relative drawdown	64.86% (12426.50)
Total trades	7682	Short positions (won %)	3936 (78.91%)	Long positions (won %)	3746 (76.88%)
		Profit trades (% of total)	5986 (77.92%)	Loss trades (% of total)	1696 (22.08%)
Largest		profit trade	15000.00	loss trade	-48000.00
Average		profit trade	4111.28	loss trade	-9765.28
Maximum		consecutive wins (profit in money)	69 (4189.20)	consecutive losses (loss in money)	18 (-119962.18)
Maximal		consecutive profit (count of wins)	430036.90 (33)	consecutive loss (count of losses)	-285312.00 (6)
Average		consecutive wins	12	consecutive losses	3

MT4 EA へ戻る