通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.06 11:00 - 2007.12.30 23:30 (1999.01.01 - 2007.12.31) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=6; StopLoss=60; Slippage=0; EntryHour=19; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080323; |
|
Bars in test | 111107 | Ticks modelled | 16534313 | Modelling quality | 89.92% |
Mismatched charts errors | 25 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 132782.25 | Gross profit | 189951.23 | Gross loss | -57168.98 |
Profit factor | 3.32 | Expected payoff | 38.89 | | |
Absolute drawdown | 284.54 | Maximal drawdown | 2589.40 (2.01%) | Relative drawdown | 10.98% (1427.12) |
|
Total trades | 3414 | Short positions (won %) | 1719 (96.39%) | Long positions (won %) | 1695 (97.23%) |
| Profit trades (% of total) | 3305 (96.81%) | Loss trades (% of total) | 109 (3.19%) |
Largest | profit trade | 124.13 | loss trade | -589.62 |
Average | profit trade | 57.47 | loss trade | -524.49 |
Maximum | consecutive wins (profit in money) | 495 (30040.70) | consecutive losses (loss in money) | 3 (-1534.34) |
Maximal | consecutive profit (count of wins) | 30040.70 (495) | consecutive loss (count of losses) | -1534.34 (3) |
Average | consecutive wins | 38 | consecutive losses | 1 |