通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2007.01.01 23:00 - 2007.12.30 23:30 (2007.01.01 - 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 | 13247 | Ticks modelled | 2351211 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4658.56 | Gross profit | 24042.97 | Gross loss | -19384.41 |
Profit factor | 1.24 | Expected payoff | 10.81 | | |
Absolute drawdown | 905.82 | Maximal drawdown | 3831.18 (23.58%) | Relative drawdown | 23.58% (3831.18) |
|
Total trades | 431 | Short positions (won %) | 204 (91.18%) | Long positions (won %) | 227 (93.39%) |
| Profit trades (% of total) | 398 (92.34%) | Loss trades (% of total) | 33 (7.66%) |
Largest | profit trade | 113.33 | loss trade | -634.41 |
Average | profit trade | 60.41 | loss trade | -587.41 |
Maximum | consecutive wins (profit in money) | 64 (3715.50) | consecutive losses (loss in money) | 3 (-1758.16) |
Maximal | consecutive profit (count of wins) | 3715.50 (64) | consecutive loss (count of losses) | -1758.16 (3) |
Average | consecutive wins | 16 | consecutive losses | 1 |