通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2007.01.01 23:00 - 2007.12.30 23:30 (2007.01.01 - 2007.12.31) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; |
|
Bars in test | 13247 | Ticks modelled | 2351211 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -990.09 | Gross profit | 21282.10 | Gross loss | -22272.19 |
Profit factor | 0.96 | Expected payoff | -2.42 | | |
Absolute drawdown | 2501.78 | Maximal drawdown | 5490.43 (42.27%) | Relative drawdown | 42.27% (5490.43) |
|
Total trades | 409 | Short positions (won %) | 192 (90.10%) | Long positions (won %) | 217 (91.24%) |
| Profit trades (% of total) | 371 (90.71%) | Loss trades (% of total) | 38 (9.29%) |
Largest | profit trade | 120.61 | loss trade | -632.85 |
Average | profit trade | 57.36 | loss trade | -586.11 |
Maximum | consecutive wins (profit in money) | 58 (3261.24) | consecutive losses (loss in money) | 3 (-1757.81) |
Maximal | consecutive profit (count of wins) | 3261.24 (58) | consecutive loss (count of losses) | -1757.81 (3) |
Average | consecutive wins | 13 | consecutive losses | 1 |