通貨ペア | |
期間 | |
Bars in test | 524921 | Ticks modelled | 36550446 | Modelling quality | 25.00% |
Initial deposit | 1000.00 | | | | |
Total net profit | 1116.23 | Gross profit | 3416.69 | Gross loss | -2300.46 |
Profit factor | 1.49 | Expected payoff | 0.76 | | |
Absolute drawdown | 50.77 | Maximal drawdown | 406.71 (24.73%) | Relative drawdown | 24.73% (406.71) |
Total trades | 1472 | Short positions (won %) | 588 (65.82%) | Long positions (won %) | 884 (54.07%) |
| Profit trades (% of total) | 865 (58.76%) | Loss trades (% of total) | 607 (41.24%) |
Largest | profit trade | 27.10 | loss trade | -41.04 |
Average | profit trade | 3.95 | loss trade | -3.79 |
Maximum | consecutive wins (profit in money) | 26 (104.76) | consecutive losses (loss in money) | 13 (-112.61) |
Maximal | consecutive profit (count of wins) | 104.76 (26) | consecutive loss (count of losses) | -216.63 (6) |
Average | consecutive wins | 4 | consecutive losses | 3 |