| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 15分足(M15) 2005.01.11 03:30 - 2010.05.31 23:45 (2005.01.01 - 2010.06.01) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | MAXORDERS=10; MoneyManagement=true;
FixLots=0.1; MaxLots=50; MaxmumRisk=30; StopLoss=60; TakeProfit=0; SLControl=false;
SLLevel=3; StartTime=0; EndTime=23; |
|
| Bars in test | 132421 | Ticks modelled | 32631644 | Modelling quality | 89.93% |
| Mismatched charts errors | 32 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 6627671.51 | Gross profit | 13621557.04 | Gross loss | -6993885.54 |
| Profit factor | 1.95 | Expected payoff | 987.73 | | |
| Absolute drawdown | 48.90 | Maximal drawdown | 1819314.86 (23.60%) | Relative drawdown | 32.56% (122153.20) |
|
| Total trades | 6710 | Short positions (won %) | 3389 (91.68%) | Long positions (won %) | 3321 (93.26%) |
| Profit trades (% of total) | 6204 (92.46%) | Loss trades (% of total) | 506 (7.54%) |
| Largest | profit trade | 7500.00 | loss trade | -30078.71 |
| Average | profit trade | 2195.61 | loss trade | -13821.91 |
| Maximum | consecutive wins (profit in money) | 320 (1557774.26) | consecutive losses (loss in money) | 10 (-300472.28) |
| Maximal | consecutive profit (count of wins) | 1557774.26 (320) | consecutive loss (count of losses) | -300472.28 (10) |
| Average | consecutive wins | 34 | consecutive losses | 3 |