通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) |
期間 | 30分足(M30) 1999.01.06 14:00 - 2007.12.31 19:30 (1999.01.01 - 2008.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=6; StopLoss=60; Slippage=0; EntryHour=22; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080323; |
|
Bars in test | 111141 | Ticks modelled | 16536206 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 113539.54 | Gross profit | 166505.50 | Gross loss | -52965.96 |
Profit factor | 3.14 | Expected payoff | 30.59 | | |
Absolute drawdown | 345.49 | Maximal drawdown | 2771.33 (2.45%) | Relative drawdown | 11.57% (1578.05) |
|
Total trades | 3712 | Short positions (won %) | 1862 (96.78%) | Long positions (won %) | 1850 (97.95%) |
| Profit trades (% of total) | 3614 (97.36%) | Loss trades (% of total) | 98 (2.64%) |
Largest | profit trade | 105.99 | loss trade | -597.44 |
Average | profit trade | 46.07 | loss trade | -540.47 |
Maximum | consecutive wins (profit in money) | 548 (27794.33) | consecutive losses (loss in money) | 3 (-1579.40) |
Maximal | consecutive profit (count of wins) | 27794.33 (548) | consecutive loss (count of losses) | -1579.40 (3) |
Average | consecutive wins | 45 | consecutive losses | 1 |