| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2000.01.02 23:00 - 2007.12.30 23:55 (2000.01.01 - 2007.12.31) | ||||
| モデル | Every tick (the most precise method based on all available least timeframes) | ||||
| パラメーター | MaxLotSize=1; LotSize=0.2; LotIncrement=0.1; ProfitTarget=5; Spacing=5; stoploss=50; explanation20="移動平均線設定"; TrendTimeFrame=1; TrendPeriods=1200; comment="AMPM"; MagicNumber=777; | ||||
| Bars in test | 595268 | Ticks modelled | 14843145 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 31655.50 | Gross profit | 51581.80 | Gross loss | -19926.30 |
| Profit factor | 2.59 | Expected payoff | 7.49 | ||
| Absolute drawdown | 179.00 | Maximal drawdown | 2631.00 (6.43%) | Relative drawdown | 12.22% (1600.00) |
| Total trades | 4224 | Short positions (won %) | 1999 (85.94%) | Long positions (won %) | 2225 (87.01%) |
| Profit trades (% of total) | 3654 (86.51%) | Loss trades (% of total) | 570 (13.49%) | ||
| Largest | profit trade | 266.00 | loss trade | -288.00 | |
| Average | profit trade | 14.12 | loss trade | -34.96 | |
| Maximum | consecutive wins (profit in money) | 52 (408.00) | consecutive losses (loss in money) | 4 (-916.00) | |
| Maximal | consecutive profit (count of wins) | 742.00 (8) | consecutive loss (count of losses) | -916.00 (4) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
