通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.08.31 23:30 (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=20080430; UseATRStop=true;
ATRPeriod=10; ATRStoplevel=3; ATRTimeframe=1440; |
|
Bars in test | 9219 | Ticks modelled | 3163173 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 13932.41 | Gross profit | 13988.20 | Gross loss | -55.79 |
Profit factor | 250.74 | Expected payoff | 58.54 | | |
Absolute drawdown | 287.21 | Maximal drawdown | 2322.27 (11.21%) | Relative drawdown | 11.21% (2322.27) |
|
Total trades | 238 | Short positions (won %) | 104 (98.08%) | Long positions (won %) | 134 (100.00%) |
| Profit trades (% of total) | 236 (99.16%) | Loss trades (% of total) | 2 (0.84%) |
Largest | profit trade | 102.26 | loss trade | -40.54 |
Average | profit trade | 59.27 | loss trade | -27.89 |
Maximum | consecutive wins (profit in money) | 177 (10407.38) | consecutive losses (loss in money) | 1 (-40.54) |
Maximal | consecutive profit (count of wins) | 10407.38 (177) | consecutive loss (count of losses) | -40.54 (1) |
Average | consecutive wins | 79 | consecutive losses | 1 |