剛　ＴＲＥＮＤ　ＭＡＸ

Bars in test           104529

Ticks modelled      31007884

Modelling quality   90.00%

Mismatched charts errors     12

Initial deposit        10000.00

Total net profit      8063.33

Gross profit          11312.40

Gross loss            -3249.07

Profit factor          3.48

Expected payoff   8.19

Absolute drawdown             674.21

Maximal drawdown              1208.43 (8.60%)

Relative drawdown              9.11% (934.97)

Total trades           984

Short positions (won %)      512 (81.45%)

Long positions (won %)       472 (81.57%)

Profit trades (% of total)      802 (81.50%)

Loss trades (% of total)       182 (18.50%)

              Largest

profit trade            130.35

loss trade             -302.18

              Average

profit trade            14.11

loss trade             -17.85

              Maximum

consecutive wins (profit in money)     47 (737.76)

consecutive losses (loss in money)    8 (-10.00)

              Maximal

consecutive profit (count of wins)      737.76 (47)

consecutive loss (count of losses)     -902.18 (3)

              Average

consecutive wins   8

consecutive losses              2