通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.07 02:00 - 2006.12.29 21:30 (1999.01.01 - 2006.12.31) |
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 | 93036 | Ticks modelled | 18856327 | Modelling quality | 89.90% |
Mismatched charts errors | 20 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 617499.31 | Gross profit | 666523.94 | Gross loss | -49024.63 |
Profit factor | 13.60 | Expected payoff | 57.66 | | |
Absolute drawdown | 300.98 | Maximal drawdown | 2091.63 (5.21%) | Relative drawdown | 11.57% (1664.58) |
|
Total trades | 10709 | Short positions (won %) | 4798 (98.87%) | Long positions (won %) | 5911 (99.36%) |
| Profit trades (% of total) | 10617 (99.14%) | Loss trades (% of total) | 92 (0.86%) |
Largest | profit trade | 140.78 | loss trade | -633.34 |
Average | profit trade | 62.78 | loss trade | -532.88 |
Maximum | consecutive wins (profit in money) | 3063 (207661.43) | consecutive losses (loss in money) | 3 (-1797.88) |
Maximal | consecutive profit (count of wins) | 207661.43 (3063) | consecutive loss (count of losses) | -1797.88 (3) |
Average | consecutive wins | 129 | consecutive losses | 1 |