| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 5分足(M5) 2010.01.04 00:00 - 2012.04.30 23:55 (2010.01.01 - 2012.05.01) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | MManagement=true;
Risk=10; RiskMax=30; FixLot=0.1; SpLimit=5; Slippage=5; |
|
| Bars in test | 174059 | Ticks modelled | 40471430 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 233682.25 | Gross profit | 539482.21 | Gross loss | -305799.95 |
| Profit factor | 1.76 | Expected payoff | 234.86 | | |
| Absolute drawdown | 100.00 | Maximal drawdown | 36357.00 (14.96%) | Relative drawdown | 38.96% (11375.16) |
|
| Total trades | 995 | Short positions (won %) | 604 (88.91%) | Long positions (won %) | 391 (84.91%) |
| Profit trades (% of total) | 869 (87.34%) | Loss trades (% of total) | 126 (12.66%) |
| Largest | profit trade | 2418.00 | loss trade | -19296.00 |
| Average | profit trade | 620.81 | loss trade | -2426.98 |
| Maximum | consecutive wins (profit in money) | 50 (12556.12) | consecutive losses (loss in money) | 5 (-12344.69) |
| Maximal | consecutive profit (count of wins) | 34076.97 (36) | consecutive loss (count of losses) | -23879.80 (2) |
| Average | consecutive wins | 9 | consecutive losses | 1 |