通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.08.31 23:30 (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=19; Fitted_to_ODL=true;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080430; |
|
Bars in test | 9221 | Ticks modelled | 3163486 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 8199.44 | Gross profit | 13652.42 | Gross loss | -5452.98 |
Profit factor | 2.50 | Expected payoff | 33.47 | | |
Absolute drawdown | 286.49 | Maximal drawdown | 1737.93 (9.15%) | Relative drawdown | 9.15% (1737.93) |
|
Total trades | 245 | Short positions (won %) | 106 (98.11%) | Long positions (won %) | 139 (94.24%) |
| Profit trades (% of total) | 235 (95.92%) | Loss trades (% of total) | 10 (4.08%) |
Largest | profit trade | 102.03 | loss trade | -570.47 |
Average | profit trade | 58.10 | loss trade | -545.30 |
Maximum | consecutive wins (profit in money) | 82 (4706.53) | consecutive losses (loss in money) | 2 (-1109.47) |
Maximal | consecutive profit (count of wins) | 4706.53 (82) | consecutive loss (count of losses) | -1109.47 (2) |
Average | consecutive wins | 29 | consecutive losses | 1 |