Symbol | EURUSD (Euro vs US Dollar) |
Okres | Dzienny (D1) 2004.11.08 00:00 - 2006.03.29 00:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parametry | Lots=1; StopLoss=30; TakeProfit=50; GAP=5; MaxTrades=10; ReEntryGAP=1; tStop=10; tPips=0; StartHour=1; EndHour=23; MM=true;
MaxLots=50; StartYear=2006; |
|
Słupki w tescie | 517 | Ticks modelled | 1425792 | Modelling quality | 40.56% |
|
Depozyt początkowy | 10000.00 | | | | |
Total net profit | 21861982.89 | Gross profit | 88023007.72 | Gross loss | -66161024.83 |
Profit factor | 1.33 | Przewidywany zysk | 2221.97 | | |
Absolute drawdown | 8572.19 | Maximal drawdown (%) | 1848110.00 (8.9%) | | |
|
Transakcji w sumie | 9839 | Short positions (won %) | 4810 (44.95%) | Long positions (won %) | 5029 (44.30%) |
| Profit trades (% of total) | 4390 (44.62%) | Loss trades (% of total) | 5449 (55.38%) |
Największy | profit trade | 26190.00 | loss trade | -16954.00 |
Average | profit trade | 20050.80 | loss trade | -12141.87 |
Maximum | consecutive wins (profit in money) | 58 (1440500.00) | consecutive losses (loss in money) | 115 (-1725125.00) |
Maximal | consecutive profit (count of wins) | 1440500.00 (58) | consecutive loss (count of losses) | -1725125.00 (115) |
Średni | consecutive wins | 10 | consecutive losses | 13 |