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=20080820; |
|
Bars in test | 9221 | Ticks modelled | 3163486 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9383.90 | Gross profit | 16450.84 | Gross loss | -7066.93 |
Profit factor | 2.33 | Expected payoff | 31.92 | | |
Absolute drawdown | 286.38 | Maximal drawdown | 2276.10 (11.07%) | Relative drawdown | 13.68% (1555.07) |
|
Total trades | 294 | Short positions (won %) | 124 (99.19%) | Long positions (won %) | 170 (92.94%) |
| Profit trades (% of total) | 281 (95.58%) | Loss trades (% of total) | 13 (4.42%) |
Largest | profit trade | 111.24 | loss trade | -570.27 |
Average | profit trade | 58.54 | loss trade | -543.61 |
Maximum | consecutive wins (profit in money) | 73 (4244.24) | consecutive losses (loss in money) | 3 (-1647.86) |
Maximal | consecutive profit (count of wins) | 4244.24 (73) | consecutive loss (count of losses) | -1647.86 (3) |
Average | consecutive wins | 28 | consecutive losses | 1 |