通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.09.30 23:30 (2008.01.01 - 2008.10.01) |
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 | 10266 | Ticks modelled | 3726488 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9987.07 | Gross profit | 19534.04 | Gross loss | -9546.97 |
Profit factor | 2.05 | Expected payoff | 29.29 | | |
Absolute drawdown | 294.51 | Maximal drawdown | 2473.20 (11.85%) | Relative drawdown | 14.02% (1599.10) |
|
Total trades | 341 | Short positions (won %) | 148 (97.97%) | Long positions (won %) | 193 (92.75%) |
| Profit trades (% of total) | 324 (95.01%) | Loss trades (% of total) | 17 (4.99%) |
Largest | profit trade | 114.38 | loss trade | -586.40 |
Average | profit trade | 60.29 | loss trade | -561.59 |
Maximum | consecutive wins (profit in money) | 73 (4364.43) | consecutive losses (loss in money) | 3 (-1694.51) |
Maximal | consecutive profit (count of wins) | 4364.43 (73) | consecutive loss (count of losses) | -1694.51 (3) |
Average | consecutive wins | 23 | consecutive losses | 1 |