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=20080417; |
|
Bars in test | 100598 | Ticks modelled | 15137746 | Modelling quality | 89.91% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 76884.24 | Gross profit | 127600.23 | Gross loss | -50715.99 |
Profit factor | 2.52 | Expected payoff | 27.25 | | |
Absolute drawdown | 358.26 | Maximal drawdown | 4418.28 (4.94%) | Relative drawdown | 9.70% (1251.08) |
|
Total trades | 2821 | Short positions (won %) | 1415 (94.91%) | Long positions (won %) | 1406 (98.15%) |
| Profit trades (% of total) | 2723 (96.53%) | Loss trades (% of total) | 98 (3.47%) |
Largest | profit trade | 146.63 | loss trade | -579.49 |
Average | profit trade | 46.86 | loss trade | -517.51 |
Maximum | consecutive wins (profit in money) | 344 (15707.83) | consecutive losses (loss in money) | 3 (-1526.21) |
Maximal | consecutive profit (count of wins) | 15707.83 (344) | consecutive loss (count of losses) | -1526.21 (3) |
Average | consecutive wins | 34 | consecutive losses | 1 |