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=20080820; |
|
Bars in test | 9217 | Ticks modelled | 3163177 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2325.68 | Gross profit | 12457.53 | Gross loss | -10131.85 |
Profit factor | 1.23 | Expected payoff | 8.71 | | |
Absolute drawdown | 1379.10 | Maximal drawdown | 2185.99 (16.75%) | Relative drawdown | 16.98% (1763.79) |
|
Total trades | 267 | Short positions (won %) | 123 (96.75%) | Long positions (won %) | 144 (90.28%) |
| Profit trades (% of total) | 249 (93.26%) | Loss trades (% of total) | 18 (6.74%) |
Largest | profit trade | 84.44 | loss trade | -562.95 |
Average | profit trade | 50.03 | loss trade | -562.88 |
Maximum | consecutive wins (profit in money) | 40 (2054.38) | consecutive losses (loss in money) | 2 (-1125.82) |
Maximal | consecutive profit (count of wins) | 2054.38 (40) | consecutive loss (count of losses) | -1125.82 (2) |
Average | consecutive wins | 16 | consecutive losses | 1 |