通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 5分足(M5) 2006.01.02 00:50 - 2008.11.28 22:55 (2006.01.01 - 2008.11.30) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | lotsize=0.1; stoploss_pips=10000; max_order_count=5; trailing_start_profit_1lot=1000; |
|
Bars in test | 213712 | Ticks modelled | 7209474 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 14876.86 | Gross profit | 18983.98 | Gross loss | -4107.12 |
Profit factor | 4.62 | Expected payoff | 30.74 | | |
Absolute drawdown | 546.56 | Maximal drawdown | 4624.20 (22.86%) | Relative drawdown | 22.86% (4624.20) |
|
Total trades | 484 | Short positions (won %) | 260 (76.54%) | Long positions (won %) | 224 (80.80%) |
| Profit trades (% of total) | 380 (78.51%) | Loss trades (% of total) | 104 (21.49%) |
Largest | profit trade | 229.28 | loss trade | -288.32 |
Average | profit trade | 49.96 | loss trade | -39.49 |
Maximum | consecutive wins (profit in money) | 28 (1599.84) | consecutive losses (loss in money) | 5 (-1345.60) |
Maximal | consecutive profit (count of wins) | 1603.75 (27) | consecutive loss (count of losses) | -1345.60 (5) |
Average | consecutive wins | 7 | consecutive losses | 2 |