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=5; 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 | 16534598 | Modelling quality | 89.92% |
Mismatched charts errors | 23 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 144869.83 | Gross profit | 193185.09 | Gross loss | -48315.25 |
Profit factor | 4.00 | Expected payoff | 35.71 | | |
Absolute drawdown | 286.32 | Maximal drawdown | 2155.40 (1.43%) | Relative drawdown | 10.90% (1539.32) |
|
Total trades | 4057 | Short positions (won %) | 2062 (97.28%) | Long positions (won %) | 1995 (98.20%) |
| Profit trades (% of total) | 3965 (97.73%) | Loss trades (% of total) | 92 (2.27%) |
Largest | profit trade | 107.01 | loss trade | -589.62 |
Average | profit trade | 48.72 | loss trade | -525.17 |
Maximum | consecutive wins (profit in money) | 624 (32385.54) | consecutive losses (loss in money) | 3 (-1534.34) |
Maximal | consecutive profit (count of wins) | 32385.54 (624) | consecutive loss (count of losses) | -1534.34 (3) |
Average | consecutive wins | 51 | consecutive losses | 1 |