通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.06 20:00 - 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=20080323; |
|
Bars in test | 100598 | Ticks modelled | 15137746 | Modelling quality | 89.91% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 82492.04 | Gross profit | 133597.77 | Gross loss | -51105.73 |
Profit factor | 2.61 | Expected payoff | 27.99 | | |
Absolute drawdown | 304.22 | Maximal drawdown | 4941.22 (5.19%) | Relative drawdown | 10.45% (1652.16) |
|
Total trades | 2947 | Short positions (won %) | 1464 (95.56%) | Long positions (won %) | 1483 (97.77%) |
| Profit trades (% of total) | 2849 (96.67%) | Loss trades (% of total) | 98 (3.33%) |
Largest | profit trade | 146.83 | loss trade | -579.49 |
Average | profit trade | 46.89 | loss trade | -521.49 |
Maximum | consecutive wins (profit in money) | 364 (16663.26) | consecutive losses (loss in money) | 3 (-1526.21) |
Maximal | consecutive profit (count of wins) | 16663.26 (364) | consecutive loss (count of losses) | -1526.21 (3) |
Average | consecutive wins | 35 | consecutive losses | 1 |