通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.01 00:00 - 2008.08.30 06:30 (2008.01.01 - 2008.09.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=5; StopLoss=60; Slippage=0;
EntryHour=4; EntryFrequency=1; Fitted_to_ODL=true; TPadjustment=true;
TemporalTP=15; MoneyManagement=false; Risk_percent=10; minLots=1; maxLots=100; Magic=20080323; |
|
Bars in test | 9217 | Ticks modelled | 1792057 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3570.33 | Gross profit | 8651.31 | Gross loss | -5080.98 |
Profit factor | 1.70 | Expected payoff | 19.09 | | |
Absolute drawdown | 509.96 | Maximal drawdown | 1898.08 (13.05%) | Relative drawdown | 13.05% (1898.08) |
|
Total trades | 187 | Short positions (won %) | 78 (97.44%) | Long positions (won %) | 109 (93.58%) |
| Profit trades (% of total) | 178 (95.19%) | Loss trades (% of total) | 9 (4.81%) |
Largest | profit trade | 68.87 | loss trade | -578.93 |
Average | profit trade | 48.60 | loss trade | -564.55 |
Maximum | consecutive wins (profit in money) | 93 (4612.36) | consecutive losses (loss in money) | 2 (-1157.58) |
Maximal | consecutive profit (count of wins) | 4612.36 (93) | consecutive loss (count of losses) | -1157.58 (2) |
Average | consecutive wins | 25 | consecutive losses | 1 |