通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.05.30 20:30 (2008.01.01 - 2008.06.01) |
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;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080430; |
|
Bars in test | 6120 | Ticks modelled | 2070128 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7309.16 | Gross profit | 8952.70 | Gross loss | -1643.54 |
Profit factor | 5.45 | Expected payoff | 48.73 | | |
Absolute drawdown | 295.30 | Maximal drawdown | 1043.30 (7.36%) | Relative drawdown | 7.36% (1043.30) |
|
Total trades | 150 | Short positions (won %) | 54 (100.00%) | Long positions (won %) | 96 (96.88%) |
| Profit trades (% of total) | 147 (98.00%) | Loss trades (% of total) | 3 (2.00%) |
Largest | profit trade | 100.01 | loss trade | -557.37 |
Average | profit trade | 60.90 | loss trade | -547.85 |
Maximum | consecutive wins (profit in money) | 61 (3636.88) | consecutive losses (loss in money) | 1 (-557.37) |
Maximal | consecutive profit (count of wins) | 3636.88 (61) | consecutive loss (count of losses) | -557.37 (1) |
Average | consecutive wins | 37 | consecutive losses | 1 |