通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.06 11:00 - 2007.12.31 16:30 (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=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 | 111141 | Ticks modelled | 17026577 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 187362.53 | Gross profit | 224108.76 | Gross loss | -36746.23 |
Profit factor | 6.10 | Expected payoff | 41.02 | | |
Absolute drawdown | 46.94 | Maximal drawdown | 1684.04 (0.89%) | Relative drawdown | 10.76% (1420.01) |
|
Total trades | 4568 | Short positions (won %) | 2315 (98.01%) | Long positions (won %) | 2253 (98.93%) |
| Profit trades (% of total) | 4498 (98.47%) | Loss trades (% of total) | 70 (1.53%) |
Largest | profit trade | 103.80 | loss trade | -580.13 |
Average | profit trade | 49.82 | loss trade | -524.95 |
Maximum | consecutive wins (profit in money) | 799 (42613.57) | consecutive losses (loss in money) | 3 (-1531.39) |
Maximal | consecutive profit (count of wins) | 42613.57 (799) | consecutive loss (count of losses) | -1531.39 (3) |
Average | consecutive wins | 76 | consecutive losses | 1 |