通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
期間 | 5分足(M5) 2007.01.02 00:00 - 2010.04.02 22:55 (2007.01.01 - 2010.04.04) |
モデル | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 233466 | Ticks modelled | 16813035 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4676.08 | Gross profit | 15616.05 | Gross loss | -10939.97 |
Profit factor | 1.43 | Expected payoff | 9.13 | | |
Absolute drawdown | 324.31 | Maximal drawdown | 813.32 (5.33%) | Relative drawdown | 5.33% (813.32) |
|
Total trades | 512 | Short positions (won %) | 242 (51.65%) | Long positions (won %) | 270 (54.44%) |
| Profit trades (% of total) | 272 (53.13%) | Loss trades (% of total) | 240 (46.88%) |
Largest | profit trade | 320.61 | loss trade | -150.22 |
Average | profit trade | 57.41 | loss trade | -45.58 |
Maximum | consecutive wins (profit in money) | 8 (230.24) | consecutive losses (loss in money) | 6 (-122.23) |
Maximal | consecutive profit (count of wins) | 682.97 (6) | consecutive loss (count of losses) | -528.62 (5) |
Average | consecutive wins | 2 | consecutive losses | 2 |