通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.07.31 23:30 (2008.01.01 - 2008.08.01) |
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;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080323; |
|
Bars in test | 8221 | Ticks modelled | 1616545 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7661.64 | Gross profit | 9362.13 | Gross loss | -1700.49 |
Profit factor | 5.51 | Expected payoff | 41.41 | | |
Absolute drawdown | 427.92 | Maximal drawdown | 817.66 (6.75%) | Relative drawdown | 6.75% (817.66) |
|
Total trades | 185 | Short positions (won %) | 83 (98.80%) | Long positions (won %) | 102 (98.04%) |
| Profit trades (% of total) | 182 (98.38%) | Loss trades (% of total) | 3 (1.62%) |
Largest | profit trade | 90.96 | loss trade | -575.01 |
Average | profit trade | 51.44 | loss trade | -566.83 |
Maximum | consecutive wins (profit in money) | 114 (6027.68) | consecutive losses (loss in money) | 1 (-575.01) |
Maximal | consecutive profit (count of wins) | 6027.68 (114) | consecutive loss (count of losses) | -575.01 (1) |
Average | consecutive wins | 46 | consecutive losses | 1 |