通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
期間 | 5分足(M5) 2004.07.01 00:00 - 2008.10.14 23:55 (2004.07.01 - 2008.10.15) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Magic=5020; Lots=0.1; TP=450; SL=350; slippage=30; Closeofmarketorder=false;
CloseParameter=10; OpenParameter=9; _000="Money_management"; Money_management=false;
AccountType=1; risk=0; _001="Timefilter"; TradeTimeFilter=true;
OpenStartTime=23; TradePeriod=4; MondayMoningFilter=true;
MondayMoning=1; FridayNightFilter=true;
FridayNight=15; LongTimeOpenPositionCloser=false;
LongTimeOpenPositionHour=3; LongTimeOpenPositionMinute=0; DayofweekFilter=false;
Trade_Mon=1; Trade_Tue=1; Trade_Wed=1; Trade_Thu=1; Trade_Fri=1; SpreadFilter=false;
MaxSpread=3; |
|
Bars in test | 301435 | Ticks modelled | 5395237 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 4522.49 | Gross profit | 6533.27 | Gross loss | -2010.78 |
Profit factor | 3.25 | Expected payoff | 1.81 | | |
Absolute drawdown | 24.26 | Maximal drawdown | 120.84 (3.38%) | Relative drawdown | 5.91% (109.76) |
|
Total trades | 2492 | Short positions (won %) | 1093 (94.14%) | Long positions (won %) | 1399 (95.71%) |
| Profit trades (% of total) | 2368 (95.02%) | Loss trades (% of total) | 124 (4.98%) |
Largest | profit trade | 21.73 | loss trade | -54.48 |
Average | profit trade | 2.76 | loss trade | -16.22 |
Maximum | consecutive wins (profit in money) | 96 (378.07) | consecutive losses (loss in money) | 2 (-0.14) |
Maximal | consecutive profit (count of wins) | 378.07 (96) | consecutive loss (count of losses) | -54.48 (1) |
Average | consecutive wins | 20 | consecutive losses | 1 |