通貨ペア | EURUSD (Euro vs. United States Dollar) |
期間 | 30分足(M30) 2005.01.12 04:30 - 2009.11.30 23:30 (2005.01.01 - 2009.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MaxLot=50; Leverage=25; |
|
Bars in test | 60174 | Ticks modelled | 31411871 | Modelling quality | 89.85% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 3032981.25 | Gross profit | 7194105.97 | Gross loss | -4161124.72 |
Profit factor | 1.73 | Expected payoff | 2426.39 | | |
Absolute drawdown | 400.10 | Maximal drawdown | 138566.20 (5.27%) | Relative drawdown | 47.35% (1936.17) |
|
Total trades | 1250 | Short positions (won %) | 641 (80.81%) | Long positions (won %) | 609 (77.50%) |
| Profit trades (% of total) | 990 (79.20%) | Loss trades (% of total) | 260 (20.80%) |
Largest | profit trade | 20500.00 | loss trade | -52000.00 |
Average | profit trade | 7266.77 | loss trade | -16004.33 |
Maximum | consecutive wins (profit in money) | 28 (213367.61) | consecutive losses (loss in money) | 3 (-75632.39) |
Maximal | consecutive profit (count of wins) | 308500.00 (21) | consecutive loss (count of losses) | -104000.00 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |