通貨ペア | GBPUSD (Great Britain Pound vs. United States Dollar) |
期間 | 30分足(M30) 2008.10.01 00:00 - 2008.10.06 23:30 (2008.10.01 - 2008.10.07) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | chanel_num=12; ATRperiod=14; stoplevel=3; tplevel=3; vola=0; magic_num=20080423; lots=1; fix_lot=true;
lot_percent=0.5; time_frame=30; tp=0.8; sl=1.2; Rsi_buy=75; Rsi_sell=25; |
|
Bars in test | 1192 | Ticks modelled | 76424 | Modelling quality | n/a |
Mismatched charts errors | 495 | | | | |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 2779.31 | Gross profit | 3239.31 | Gross loss | -460.00 |
Profit factor | 7.04 | Expected payoff | 694.83 | | |
Absolute drawdown | 980.00 | Maximal drawdown | 1360.00 (21.90%) | Relative drawdown | 34.20% (1050.00) |
|
Total trades | 4 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) |
Largest | profit trade | 1324.83 | loss trade | -460.00 |
Average | profit trade | 1079.77 | loss trade | -460.00 |
Maximum | consecutive wins (profit in money) | 3 (3239.31) | consecutive losses (loss in money) | 1 (-460.00) |
Maximal | consecutive profit (count of wins) | 3239.31 (3) | consecutive loss (count of losses) | -460.00 (1) |
Average | consecutive wins | 3 | consecutive losses | 1 |