通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) |
期間 | 30分足(M30) 1999.01.06 14:00 - 2007.12.31 19:30 (1999.01.01 - 2008.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=4; StopLoss=60; Slippage=0; EntryHour=22; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080323; |
|
Bars in test | 111141 | Ticks modelled | 16536223 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 104187.73 | Gross profit | 156758.48 | Gross loss | -52570.75 |
Profit factor | 2.98 | Expected payoff | 28.06 | | |
Absolute drawdown | 360.81 | Maximal drawdown | 2716.67 (2.58%) | Relative drawdown | 11.64% (1551.74) |
|
Total trades | 3713 | Short positions (won %) | 1863 (96.73%) | Long positions (won %) | 1850 (97.89%) |
| Profit trades (% of total) | 3613 (97.31%) | Loss trades (% of total) | 100 (2.69%) |
Largest | profit trade | 87.45 | loss trade | -579.49 |
Average | profit trade | 43.39 | loss trade | -525.71 |
Maximum | consecutive wins (profit in money) | 548 (25816.89) | consecutive losses (loss in money) | 3 (-1532.75) |
Maximal | consecutive profit (count of wins) | 25816.89 (548) | consecutive loss (count of losses) | -1532.75 (3) |
Average | consecutive wins | 44 | consecutive losses | 1 |