通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.06 11:00 - 2007.12.30 23:30 (1999.01.01 - 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 | 111107 | Ticks modelled | 16534306 | Modelling quality | 89.92% |
Mismatched charts errors | 25 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 126576.87 | Gross profit | 174403.67 | Gross loss | -47826.80 |
Profit factor | 3.65 | Expected payoff | 30.94 | | |
Absolute drawdown | 322.22 | Maximal drawdown | 2154.96 (1.62%) | Relative drawdown | 11.98% (1572.70) |
|
Total trades | 4091 | Short positions (won %) | 2074 (97.30%) | Long positions (won %) | 2017 (98.26%) |
| Profit trades (% of total) | 4000 (97.78%) | Loss trades (% of total) | 91 (2.22%) |
Largest | profit trade | 66.50 | loss trade | -589.62 |
Average | profit trade | 43.60 | loss trade | -525.57 |
Maximum | consecutive wins (profit in money) | 626 (28671.99) | consecutive losses (loss in money) | 3 (-1533.89) |
Maximal | consecutive profit (count of wins) | 28671.99 (626) | consecutive loss (count of losses) | -1533.89 (3) |
Average | consecutive wins | 51 | consecutive losses | 1 |