Message #58

[showbaba]

Bars in test   4895                          Ticks modelled   966065                   Modelling quality   50.00%
                                                     Mismatched charts errors   0            
Initial deposit   10000.00            
Total net profit   43202.65   Gross profit   43389.99   Gross loss   -187.34
Profit factor   231.62   Expected payoff   696.82      
Absolute drawdown   3143.04   Maximal drawdown   22214.40 (64.00%)   Relative drawdown   65.07% (19279.40)
Total trades   62   Short positions (won %)   31 (90.32%)   Long positions (won %)   31 (100.00%)
   Profit trades (% of total)   59 (95.16%)   Loss trades (% of total)   3 (4.84%)
Largest   profit trade   4209.82   loss trade   -68.10
Average   profit trade   735.42   loss trade   -62.45
Maximum   consecutive wins (profit in money)   33 (21623.65)   consecutive losses (loss in money)   1 (-68.10)
Maximal   consecutive profit (count of wins)   21623.65 (33)   consecutive loss (count of losses)   -68.10 (1)
Average   consecutive wins   15   consecutive losses   1
Graph

the drawdown is high and the risk MM setting is 20%(pretty high)
15 wins 1 loss
2 MONTHS FEB-MARCH 2009