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 | 24486307 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 233926.67 | Gross profit | 282882.63 | Gross loss | -48955.96 |
Profit factor | 5.78 | Expected payoff | 46.23 | | |
Absolute drawdown | 1072.85 | Maximal drawdown | 2682.70 (23.11%) | Relative drawdown | 23.11% (2682.70) |
|
Total trades | 5060 | Short positions (won %) | 2093 (97.66%) | Long positions (won %) | 2967 (98.28%) |
| Profit trades (% of total) | 4960 (98.02%) | Loss trades (% of total) | 100 (1.98%) |
Largest | profit trade | 125.83 | loss trade | -600.02 |
Average | profit trade | 57.03 | loss trade | -489.56 |
Maximum | consecutive wins (profit in money) | 767 (46828.03) | consecutive losses (loss in money) | 3 (-1676.15) |
Maximal | consecutive profit (count of wins) | 46828.03 (767) | consecutive loss (count of losses) | -1676.15 (3) |
Average | consecutive wins | 60 | consecutive losses | 1 |