通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.07.31 23:30 (2008.01.01 - 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=20080820; |
|
Bars in test | 8221 | Ticks modelled | 2846192 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 10488.26 | Gross profit | 14769.49 | Gross loss | -4281.24 |
Profit factor | 3.45 | Expected payoff | 40.18 | | |
Absolute drawdown | 284.43 | Maximal drawdown | 1544.52 (13.60%) | Relative drawdown | 13.60% (1544.52) |
|
Total trades | 261 | Short positions (won %) | 105 (100.00%) | Long positions (won %) | 156 (94.87%) |
| Profit trades (% of total) | 253 (96.93%) | Loss trades (% of total) | 8 (3.07%) |
Largest | profit trade | 110.45 | loss trade | -550.56 |
Average | profit trade | 58.38 | loss trade | -535.15 |
Maximum | consecutive wins (profit in money) | 73 (4215.38) | consecutive losses (loss in money) | 2 (-1070.31) |
Maximal | consecutive profit (count of wins) | 4215.38 (73) | consecutive loss (count of losses) | -1070.31 (2) |
Average | consecutive wins | 32 | consecutive losses | 1 |