通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.06.30 23:30 (2008.01.01 - 2008.07.01) |
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 | 7125 | Ticks modelled | 1408369 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6309.90 | Gross profit | 7448.76 | Gross loss | -1138.86 |
Profit factor | 6.54 | Expected payoff | 41.79 | | |
Absolute drawdown | 491.80 | Maximal drawdown | 854.05 (5.53%) | Relative drawdown | 7.03% (827.68) |
|
Total trades | 151 | Short positions (won %) | 66 (98.48%) | Long positions (won %) | 85 (98.82%) |
| Profit trades (% of total) | 149 (98.68%) | Loss trades (% of total) | 2 (1.32%) |
Largest | profit trade | 80.85 | loss trade | -574.95 |
Average | profit trade | 49.99 | loss trade | -569.43 |
Maximum | consecutive wins (profit in money) | 109 (5511.14) | consecutive losses (loss in money) | 1 (-574.95) |
Maximal | consecutive profit (count of wins) | 5511.14 (109) | consecutive loss (count of losses) | -574.95 (1) |
Average | consecutive wins | 50 | consecutive losses | 1 |