| 通貨ペア |
GBPUSD (Great Britain Pound vs US Dollar) |
| 期間 |
1時間足(H1) 2007.01.02 08:00 - 2009.04.30 23:00 (2007.01.01 -
2009.05.01) |
| モデル |
Every tick (the most precise method based on all available least
timeframes) |
|
|
| Bars in test |
15313 |
Ticks modelled |
7715850 |
Modelling quality |
90.00% |
| Mismatched charts errors |
0 |
|
|
|
|
|
| Initial deposit |
1000.00 |
|
|
|
|
| Total net profit |
158418.04 |
Gross profit |
158720.04 |
Gross loss |
-302.00 |
| Profit factor |
525.56 |
Expected payoff |
856.31 |
|
|
| Absolute drawdown |
54.00 |
Maximal drawdown |
42220.18 (29.04%) |
Relative drawdown |
29.04% (42220.18) |
|
| Total trades |
185 |
Short positions (won %) |
123 (98.37%) |
Long positions (won %) |
62 (96.77%) |
|
Profit trades (% of total) |
181 (97.84%) |
Loss trades (% of total) |
4 (2.16%) |
| Largest |
profit trade |
9595.00 |
loss trade |
-110.00 |
| Average |
profit trade |
876.91 |
loss trade |
-75.50 |
| Maximum |
consecutive wins (profit in money) |
73 (11678.30) |
consecutive losses (loss in money) |
1 (-110.00) |
| Maximal |
consecutive profit (count of wins) |
132235.91 (68) |
consecutive loss (count of losses) |
-110.00 (1) |
| Average |
consecutive wins |
36 |
consecutive losses |
1 |