通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.09.30 23:30 (2008.01.01 - 2008.10.01) |
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 | 10266 | Ticks modelled | 3726488 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9098.68 | Gross profit | 16983.92 | Gross loss | -7885.24 |
Profit factor | 2.15 | Expected payoff | 30.53 | | |
Absolute drawdown | 294.51 | Maximal drawdown | 2099.65 (10.90%) | Relative drawdown | 10.90% (2099.65) |
|
Total trades | 298 | Short positions (won %) | 134 (97.01%) | Long positions (won %) | 164 (93.90%) |
| Profit trades (% of total) | 284 (95.30%) | Loss trades (% of total) | 14 (4.70%) |
Largest | profit trade | 104.89 | loss trade | -586.40 |
Average | profit trade | 59.80 | loss trade | -563.23 |
Maximum | consecutive wins (profit in money) | 82 (4837.99) | consecutive losses (loss in money) | 2 (-1140.46) |
Maximal | consecutive profit (count of wins) | 4837.99 (82) | consecutive loss (count of losses) | -1140.46 (2) |
Average | consecutive wins | 24 | consecutive losses | 1 |