| 通貨ペア | EURUSD (Euro vs. United States Dollar) |
| 期間 | 30分足(M30) 2005.02.01 00:00 - 2010.10.01 00:00 (2005.02.01 - 2010.10.01) |
| モデル | Control points (a very crude method, the results must not be considered) |
| パラメーター | MaxLot=50; MaxmumRisk=20; |
|
| Bars in test | 70518 | Ticks modelled | 1402886 | Modelling quality | n/a |
| Mismatched charts errors | 379 | | | | |
|
| Initial deposit | 1000.00 | | | | |
| Total net profit | 3507907.49 | Gross profit | 9503737.13 | Gross loss | -5995829.64 |
| Profit factor | 1.59 | Expected payoff | 2412.59 | | |
| Absolute drawdown | 38.00 | Maximal drawdown | 665830.33 (16.54%) | Relative drawdown | 38.89% (738.70) |
|
| Total trades | 1454 | Short positions (won %) | 751 (77.90%) | Long positions (won %) | 703 (78.38%) |
| Profit trades (% of total) | 1136 (78.13%) | Loss trades (% of total) | 318 (21.87%) |
| Largest | profit trade | 20500.00 | loss trade | -48000.00 |
| Average | profit trade | 8365.97 | loss trade | -18854.81 |
| Maximum | consecutive wins (profit in money) | 28 (18949.10) | consecutive losses (loss in money) | 4 (-78563.87) |
| Maximal | consecutive profit (count of wins) | 288000.00 (22) | consecutive loss (count of losses) | -96000.00 (3) |
| Average | consecutive wins | 5 | consecutive losses | 1 |