| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 30分足(M30) 2005.01.12 04:30 - 2010.06.30 23:30 (2005.01.01 - 2010.07.01) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | MaxLot=50; MaxmumRisk=20; |
|
| Bars in test | 67361 | Ticks modelled | 47022889 | Modelling quality | 89.87% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 3870788.96 | Gross profit | 7682831.40 | Gross loss | -3812042.44 |
| Profit factor | 2.02 | Expected payoff | 3086.75 | | |
| Absolute drawdown | 320.10 | Maximal drawdown | 123095.03 (8.02%) | Relative drawdown | 39.27% (439.70) |
|
| Total trades | 1254 | Short positions (won %) | 643 (80.40%) | Long positions (won %) | 611 (80.03%) |
| Profit trades (% of total) | 1006 (80.22%) | Loss trades (% of total) | 248 (19.78%) |
| Largest | profit trade | 20500.00 | loss trade | -48000.00 |
| Average | profit trade | 7637.01 | loss trade | -15371.14 |
| Maximum | consecutive wins (profit in money) | 28 (14188.40) | consecutive losses (loss in money) | 3 (-56000.00) |
| Maximal | consecutive profit (count of wins) | 292000.00 (23) | consecutive loss (count of losses) | -80000.00 (2) |
| Average | consecutive wins | 5 | consecutive losses | 1 |