| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 30分足(M30) 2005.02.01 00:00 - 2010.02.26 22:30 (2005.02.01 - 2010.03.01) |
| 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 | 63116 | Ticks modelled | 31846163 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 4074429.92 | Gross profit | 8456701.91 | Gross loss | -4382271.99 |
| Profit factor | 1.93 | Expected payoff | 3091.37 | | |
| Absolute drawdown | 38.00 | Maximal drawdown | 204623.83 (4.88%) | Relative drawdown | 39.39% (726.00) |
|
| Total trades | 1318 | Short positions (won %) | 676 (80.18%) | Long positions (won %) | 642 (79.91%) |
| Profit trades (% of total) | 1055 (80.05%) | Loss trades (% of total) | 263 (19.95%) |
| Largest | profit trade | 20500.00 | loss trade | -48000.00 |
| Average | profit trade | 8015.83 | loss trade | -16662.63 |
| Maximum | consecutive wins (profit in money) | 28 (18231.90) | consecutive losses (loss in money) | 4 (-81561.92) |
| Maximal | consecutive profit (count of wins) | 292000.00 (23) | consecutive loss (count of losses) | -88000.00 (2) |
| Average | consecutive wins | 5 | consecutive losses | 1 |