通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.07 11:00 - 2007.12.31 23:30 (1999.01.01 - 2008.01.01) |
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=20080430; |
|
Bars in test | 105322 | Ticks modelled | 21640162 | Modelling quality | 89.91% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 150742.30 | Gross profit | 182295.20 | Gross loss | -31552.90 |
Profit factor | 5.78 | Expected payoff | 45.82 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 4689.98 (2.85%) | Relative drawdown | 9.82% (1191.60) |
|
Total trades | 3290 | Short positions (won %) | 1312 (98.02%) | Long positions (won %) | 1978 (98.48%) |
| Profit trades (% of total) | 3234 (98.30%) | Loss trades (% of total) | 56 (1.70%) |
Largest | profit trade | 140.72 | loss trade | -596.49 |
Average | profit trade | 56.37 | loss trade | -563.44 |
Maximum | consecutive wins (profit in money) | 854 (50885.52) | consecutive losses (loss in money) | 3 (-1688.24) |
Maximal | consecutive profit (count of wins) | 50885.52 (854) | consecutive loss (count of losses) | -1688.24 (3) |
Average | consecutive wins | 72 | consecutive losses | 1 |