通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.08.29 20:30 (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=20080417; |
|
Bars in test | 9214 | Ticks modelled | 1791737 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7915.79 | Gross profit | 10133.58 | Gross loss | -2217.79 |
Profit factor | 4.57 | Expected payoff | 39.38 | | |
Absolute drawdown | 427.92 | Maximal drawdown | 1307.14 (7.17%) | Relative drawdown | 7.17% (1307.14) |
|
Total trades | 201 | Short positions (won %) | 91 (100.00%) | Long positions (won %) | 110 (96.36%) |
| Profit trades (% of total) | 197 (98.01%) | Loss trades (% of total) | 4 (1.99%) |
Largest | profit trade | 90.96 | loss trade | -574.47 |
Average | profit trade | 51.44 | loss trade | -554.45 |
Maximum | consecutive wins (profit in money) | 126 (6663.65) | consecutive losses (loss in money) | 1 (-574.47) |
Maximal | consecutive profit (count of wins) | 6663.65 (126) | consecutive loss (count of losses) | -574.47 (1) |
Average | consecutive wins | 49 | consecutive losses | 1 |