通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.07 02:00 - 2008.07.31 23:30 (1999.01.01 - 2008.08.01) |
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; |
|
Bars in test | 112535 | Ticks modelled | 24486310 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 297371.27 | Gross profit | 337593.40 | Gross loss | -40222.13 |
Profit factor | 8.39 | Expected payoff | 51.39 | | |
Absolute drawdown | 838.11 | Maximal drawdown | 2618.47 (22.23%) | Relative drawdown | 22.23% (2618.47) |
|
Total trades | 5787 | Short positions (won %) | 2378 (98.44%) | Long positions (won %) | 3409 (98.89%) |
| Profit trades (% of total) | 5712 (98.70%) | Loss trades (% of total) | 75 (1.30%) |
Largest | profit trade | 138.61 | loss trade | -600.69 |
Average | profit trade | 59.10 | loss trade | -536.30 |
Maximum | consecutive wins (profit in money) | 851 (54581.24) | consecutive losses (loss in money) | 3 (-1674.83) |
Maximal | consecutive profit (count of wins) | 54581.24 (851) | consecutive loss (count of losses) | -1674.83 (3) |
Average | consecutive wins | 87 | consecutive losses | 1 |