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- Views:
- 26086
- Rating:
- Published:
- 2010.11.16 08:18
- Updated:
- 2014.04.21 14:55
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Alpari-Classic (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Minute (M1) 2009.01.02 10:00 - 2010.11.15 16:02 (2009.01.01 - 2010.11.16) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | AccountIsMini=true; MoneyManagement=true; UseTrailingStop=true; TradeSizePercent=10; Lots=0.1; MaxLots=400; StopLoss=210; TakeProfit=18; MarginCutoff=10; Slippage=4; | ||||
| Bars in test | 688068 | Ticks modelled | 21693410 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1001828.36 | Gross profit | 1233251.81 | Gross loss | -231423.45 |
| Profit factor | 5.33 | Expected payoff | 2846.10 | ||
| Absolute drawdown | 1350.15 | Maximal drawdown | 161809.28 (19.09%) | Relative drawdown | 36.74% (96335.62) |
| Total trades | 352 | Short positions (won %) | 188 (97.87%) | Long positions (won %) | 164 (96.95%) |
| Profit trades (% of total) | 343 (97.44%) | Loss trades (% of total) | 9 (2.56%) | ||
| Largest | profit trade | 41406.97 | loss trade | -54725.84 | |
| Average | profit trade | 3595.49 | loss trade | -25713.72 | |
| Maximum | consecutive wins (profit in money) | 91 (829262.55) | consecutive losses (loss in money) | 1 (-54725.84) | |
| Maximal | consecutive profit (count of wins) | 829262.55 (91) | consecutive loss (count of losses) | -54725.84 (1) | |
| Average | consecutive wins | 34 | consecutive losses | 1 | |
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/9952
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