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=5; 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 | 16536206 | Modelling quality | 89.92% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 125179.88 | Gross profit | 165751.90 | Gross loss | -40572.02 |
Profit factor | 4.09 | Expected payoff | 25.78 | | |
Absolute drawdown | 184.69 | Maximal drawdown | 2597.33 (1.93%) | Relative drawdown | 12.01% (1584.65) |
|
Total trades | 4856 | Short positions (won %) | 2510 (98.13%) | Long positions (won %) | 2346 (98.76%) |
| Profit trades (% of total) | 4780 (98.43%) | Loss trades (% of total) | 76 (1.57%) |
Largest | profit trade | 96.65 | loss trade | -597.39 |
Average | profit trade | 34.68 | loss trade | -533.84 |
Maximum | consecutive wins (profit in money) | 811 (31124.12) | consecutive losses (loss in money) | 3 (-1579.40) |
Maximal | consecutive profit (count of wins) | 31124.12 (811) | consecutive loss (count of losses) | -1579.40 (3) |
Average | consecutive wins | 75 | consecutive losses | 1 |