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 | 24486307 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 292853.60 | Gross profit | 349105.57 | Gross loss | -56251.98 |
Profit factor | 6.21 | Expected payoff | 46.86 | | |
Absolute drawdown | 2079.83 | Maximal drawdown | 4234.60 (34.84%) | Relative drawdown | 34.84% (4234.60) |
|
Total trades | 6250 | Short positions (won %) | 2779 (97.77%) | Long positions (won %) | 3471 (98.47%) |
| Profit trades (% of total) | 6135 (98.16%) | Loss trades (% of total) | 115 (1.84%) |
Largest | profit trade | 125.81 | loss trade | -599.81 |
Average | profit trade | 56.90 | loss trade | -489.15 |
Maximum | consecutive wins (profit in money) | 1111 (67644.98) | consecutive losses (loss in money) | 3 (-1645.66) |
Maximal | consecutive profit (count of wins) | 67644.98 (1111) | consecutive loss (count of losses) | -1645.66 (3) |
Average | consecutive wins | 63 | consecutive losses | 1 |