通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.07 11:00 - 2007.12.31 23:30 (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=4; EntryFrequency=1; Fitted_to_ODL=true; TPadjustment=true;
TemporalTP=15; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; Magic=20080820; |
|
Bars in test | 105322 | Ticks modelled | 21640162 | Modelling quality | 89.91% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 192270.22 | Gross profit | 229457.03 | Gross loss | -37186.81 |
Profit factor | 6.17 | Expected payoff | 46.64 | | |
Absolute drawdown | 140.81 | Maximal drawdown | 4148.27 (2.02%) | Relative drawdown | 15.46% (1951.70) |
|
Total trades | 4122 | Short positions (won %) | 1765 (97.96%) | Long positions (won %) | 2357 (98.73%) |
| Profit trades (% of total) | 4056 (98.40%) | Loss trades (% of total) | 66 (1.60%) |
Largest | profit trade | 140.80 | loss trade | -596.76 |
Average | profit trade | 56.57 | loss trade | -563.44 |
Maximum | consecutive wins (profit in money) | 1185 (71079.01) | consecutive losses (loss in money) | 2 (-1159.88) |
Maximal | consecutive profit (count of wins) | 71079.01 (1185) | consecutive loss (count of losses) | -1159.88 (2) |
Average | consecutive wins | 74 | consecutive losses | 1 |