通貨ペア | EURGBP (Euro vs British Pound) |
期間 | 1時間足(H1) 2007.01.02 01:00 - 2010.03.12 23:00 (2007.01.01 - 2010.03.14) |
モデル | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 20631 | Ticks modelled | 16433591 | Modelling quality | 90.00% |
Mismatched charts errors | 58 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2066.50 | Gross profit | 2546.40 | Gross loss | -479.90 |
Profit factor | 5.31 | Expected payoff | 2.07 | | |
Absolute drawdown | 2.25 | Maximal drawdown | 317.00 (2.85%) | Relative drawdown | 2.85% (317.00) |
|
Total trades | 998 | Short positions (won %) | 512 (99.22%) | Long positions (won %) | 486 (100.00%) |
| Profit trades (% of total) | 994 (99.60%) | Loss trades (% of total) | 4 (0.40%) |
Largest | profit trade | 12.17 | loss trade | -151.00 |
Average | profit trade | 2.56 | loss trade | -119.97 |
Maximum | consecutive wins (profit in money) | 535 (1796.50) | consecutive losses (loss in money) | 1 (-151.00) |
Maximal | consecutive profit (count of wins) | 1796.50 (535) | consecutive loss (count of losses) | -151.00 (1) |
Average | consecutive wins | 199 | consecutive losses | 1 |