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=20080820; |
|
Bars in test | 112535 | Ticks modelled | 24486310 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 369202.13 | Gross profit | 416191.55 | Gross loss | -46989.42 |
Profit factor | 8.86 | Expected payoff | 51.69 | | |
Absolute drawdown | 1822.37 | Maximal drawdown | 4095.83 (33.37%) | Relative drawdown | 33.37% (4095.83) |
|
Total trades | 7143 | Short positions (won %) | 3188 (98.46%) | Long positions (won %) | 3955 (98.96%) |
| Profit trades (% of total) | 7053 (98.74%) | Loss trades (% of total) | 90 (1.26%) |
Largest | profit trade | 138.60 | loss trade | -600.59 |
Average | profit trade | 59.01 | loss trade | -522.10 |
Maximum | consecutive wins (profit in money) | 1240 (79007.35) | consecutive losses (loss in money) | 3 (-1643.30) |
Maximal | consecutive profit (count of wins) | 79007.35 (1240) | consecutive loss (count of losses) | -1643.30 (3) |
Average | consecutive wins | 89 | consecutive losses | 1 |