Я тут прикинул пробный тест (правда пока только на минутках - не конвертируются они в другие таймфреймы ничем, ну , хоть режь).
Strategy Tester Report
e2Fr_1.0.0.14
(Build 604)
Symbol EURUSD (Euro vs US Dollar) Period 1 Minute (M1) 2008.07.01 00:00 - 2013.10.11 23:59 (2008.07.01 - 2014.02.12) Model
Open prices only (only for Expert Advisors that explicitly control bar opening) Parameters SL=200; TP=50; LOT=0.1; TR_S=85755544; TR_TwiseLots=20; TR_MN=0; TR_E=85755592; Bars in test 1984520 Ticks modelled 3965010 Modelling quality n/a Mismatched charts errors 0 Initial deposit 10000.00 Spread 2 Total net profit -50.40 Gross profit 7002.66 Gross loss -7053.06 Profit factor 0.99 Expected payoff -0.03 Absolute drawdown 400.63 Maximal drawdown 617.98 (6.05%) Relative drawdown 6.05% (617.98) Total trades 1759 Short positions (won %) 996 (80.12%) Long positions (won %) 763 (79.82%) Profit trades (% of total) 1407 (79.99%) Loss trades (% of total) 352 (20.01%) Largest profit trade 5.00 loss trade -21.55 Average profit trade 4.98 loss trade -20.04 Maximum consecutive wins (profit in money) 39 (192.54) consecutive losses (loss in money) 4 (-80.00) Maximal consecutive profit (count of wins) 192.54 (39) consecutive loss (count of losses) -80.00 (4) Average consecutive wins 5 consecutive losses 1
