通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.10.01 23:30 (2008.01.01 - 2008.10.02) |
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=19; Fitted_to_ODL=true;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080323; |
|
Bars in test | 10314 | Ticks modelled | 2180233 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7090.95 | Gross profit | 12104.42 | Gross loss | -5013.47 |
Profit factor | 2.41 | Expected payoff | 29.06 | | |
Absolute drawdown | 427.92 | Maximal drawdown | 1559.07 (8.71%) | Relative drawdown | 8.71% (1559.07) |
|
Total trades | 244 | Short positions (won %) | 114 (97.37%) | Long positions (won %) | 130 (95.38%) |
| Profit trades (% of total) | 235 (96.31%) | Loss trades (% of total) | 9 (3.69%) |
Largest | profit trade | 90.96 | loss trade | -574.47 |
Average | profit trade | 51.51 | loss trade | -557.05 |
Maximum | consecutive wins (profit in money) | 114 (6041.12) | consecutive losses (loss in money) | 1 (-574.47) |
Maximal | consecutive profit (count of wins) | 6041.12 (114) | consecutive loss (count of losses) | -574.47 (1) |
Average | consecutive wins | 24 | consecutive losses | 1 |