通貨ペア | EURUSD (Euro vs US Dollar) |
期間 | 1時間足(H1) 2009.01.02 07:00 - 2010.03.12 23:00 (2009.01.01 - 2010.03.14) |
モデル | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 8339 | Ticks modelled | 14794151 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1500.00 | | | | |
Total net profit | 13312.38 | Gross profit | 16757.75 | Gross loss | -3445.37 |
Profit factor | 4.86 | Expected payoff | 51.40 | | |
Absolute drawdown | 703.25 | Maximal drawdown | 3058.77 (17.40%) | Relative drawdown | 60.03% (1196.60) |
|
Total trades | 259 | Short positions (won %) | 72 (95.83%) | Long positions (won %) | 187 (95.72%) |
| Profit trades (% of total) | 248 (95.75%) | Loss trades (% of total) | 11 (4.25%) |
Largest | profit trade | 289.20 | loss trade | -618.84 |
Average | profit trade | 67.57 | loss trade | -313.22 |
Maximum | consecutive wins (profit in money) | 84 (6625.00) | consecutive losses (loss in money) | 8 (-2530.19) |
Maximal | consecutive profit (count of wins) | 6625.00 (84) | consecutive loss (count of losses) | -2530.19 (8) |
Average | consecutive wins | 50 | consecutive losses | 3 |