通貨ペア | EURUSD (Euro vs. United States Dollar) |
期間 | 5分足(M5) 2008.08.01 00:00 - 2011.01.31 23:55 (2008.08.01 - 2011.02.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | FixLots=0.1; MM=true;
MaximumRisk=10; MAPeriodS=75; MAPeriodL=420; ADXDif=2.5; DIDif=5; |
|
Bars in test | 185817 | Ticks modelled | 41129206 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 629158.25 | Gross profit | 3786931.67 | Gross loss | -3157773.42 |
Profit factor | 1.20 | Expected payoff | 520.83 | | |
Absolute drawdown | 735.94 | Maximal drawdown | 282135.29 (36.61%) | Relative drawdown | 36.65% (111379.73) |
|
Total trades | 1208 | Short positions (won %) | 603 (53.73%) | Long positions (won %) | 605 (50.58%) |
| Profit trades (% of total) | 630 (52.15%) | Loss trades (% of total) | 578 (47.85%) |
Largest | profit trade | 46100.00 | loss trade | -22853.43 |
Average | profit trade | 6011.00 | loss trade | -5463.28 |
Maximum | consecutive wins (profit in money) | 10 (49055.62) | consecutive losses (loss in money) | 8 (-91400.00) |
Maximal | consecutive profit (count of wins) | 93646.57 (5) | consecutive loss (count of losses) | -91400.00 (8) |
Average | consecutive wins | 2 | consecutive losses | 2 |