通貨ペア EURUSDfxf. (Euro vs US Dollar)
期間 30分足(M30) 2010.12.26 22:00 - 2011.03.10 23:30 (2010.12.26 - 2011.03.11)
モデル Every tick (the most precise method based on all available least timeframes)
パラメーター TakeProfit=500; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=5; SlipPage=3;
Bars in test 3595 Ticks modelled 1039525 Modelling quality 55.92%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 397.80 Gross profit 802.80 Gross loss -405.00
Profit factor 1.98 Expected payoff 9.25
Absolute drawdown 13.00 Maximal drawdown 159.40 (1.56%) Relative drawdown 1.56% (159.40)
Total trades 43 Short positions (won %) 25 (24.00%) Long positions (won %) 18 (61.11%)
Profit trades (% of total) 17 (39.53%) Loss trades (% of total) 26 (60.47%)
Largest profit trade 103.00 loss trade -30.00
Average profit trade 47.22 loss trade -15.58
Maximum consecutive wins (profit in money) 3 (180.80) consecutive losses (loss in money) 5 (-116.40)
Maximal consecutive profit (count of wins) 180.80 (3) consecutive loss (count of losses) -116.40 (5)
Average consecutive wins 1 consecutive losses 2
