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 | 111108 | Ticks modelled | 16534476 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 189091.66 | Gross profit | 278563.15 | Gross loss | -89471.49 |
Profit factor | 3.11 | Expected payoff | 28.80 | | |
Absolute drawdown | 274.79 | Maximal drawdown | 4637.28 (2.33%) | Relative drawdown | 12.78% (1855.01) |
|
Total trades | 6566 | Short positions (won %) | 3339 (96.77%) | Long positions (won %) | 3227 (98.05%) |
| Profit trades (% of total) | 6395 (97.40%) | Loss trades (% of total) | 171 (2.60%) |
Largest | profit trade | 68.28 | loss trade | -600.75 |
Average | profit trade | 43.56 | loss trade | -523.23 |
Maximum | consecutive wins (profit in money) | 708 (32185.89) | consecutive losses (loss in money) | 4 (-2044.50) |
Maximal | consecutive profit (count of wins) | 32185.89 (708) | consecutive loss (count of losses) | -2044.50 (4) |
Average | consecutive wins | 47 | consecutive losses | 1 |