通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.04.30 23:30 (2008.01.01 - 2008.05.01) |
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=20080323; |
|
Bars in test | 5079 | Ticks modelled | 914563 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4596.71 | Gross profit | 5160.62 | Gross loss | -563.91 |
Profit factor | 9.15 | Expected payoff | 45.07 | | |
Absolute drawdown | 491.80 | Maximal drawdown | 827.68 (7.02%) | Relative drawdown | 7.02% (827.68) |
|
Total trades | 102 | Short positions (won %) | 44 (97.73%) | Long positions (won %) | 58 (100.00%) |
| Profit trades (% of total) | 101 (99.02%) | Loss trades (% of total) | 1 (0.98%) |
Largest | profit trade | 83.43 | loss trade | -563.91 |
Average | profit trade | 51.10 | loss trade | -563.91 |
Maximum | consecutive wins (profit in money) | 91 (4669.57) | consecutive losses (loss in money) | 1 (-563.91) |
Maximal | consecutive profit (count of wins) | 4669.57 (91) | consecutive loss (count of losses) | -563.91 (1) |
Average | consecutive wins | 51 | consecutive losses | 1 |