通貨ペア | EURJPY (Euro 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=20080430; |
|
Bars in test | 9217 | Ticks modelled | 3163177 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2795.42 | Gross profit | 10113.11 | Gross loss | -7317.69 |
Profit factor | 1.38 | Expected payoff | 13.00 | | |
Absolute drawdown | 628.44 | Maximal drawdown | 2326.66 (16.74%) | Relative drawdown | 16.74% (2326.66) |
|
Total trades | 215 | Short positions (won %) | 97 (96.91%) | Long positions (won %) | 118 (91.53%) |
| Profit trades (% of total) | 202 (93.95%) | Loss trades (% of total) | 13 (6.05%) |
Largest | profit trade | 84.44 | loss trade | -563.01 |
Average | profit trade | 50.06 | loss trade | -562.90 |
Maximum | consecutive wins (profit in money) | 36 (1782.63) | consecutive losses (loss in money) | 2 (-1125.82) |
Maximal | consecutive profit (count of wins) | 1782.63 (36) | consecutive loss (count of losses) | -1125.82 (2) |
Average | consecutive wins | 17 | consecutive losses | 1 |