通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2007.01.01 23:00 - 2007.12.31 16:30 (2007.01.01 - 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=19; Fitted_to_ODL=true;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080430; |
|
Bars in test | 13280 | Ticks modelled | 2355038 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9758.67 | Gross profit | 17778.10 | Gross loss | -8019.44 |
Profit factor | 2.22 | Expected payoff | 31.68 | | |
Absolute drawdown | 176.17 | Maximal drawdown | 1424.84 (7.90%) | Relative drawdown | 10.24% (1243.08) |
|
Total trades | 308 | Short positions (won %) | 126 (94.44%) | Long positions (won %) | 182 (96.15%) |
| Profit trades (% of total) | 294 (95.45%) | Loss trades (% of total) | 14 (4.55%) |
Largest | profit trade | 117.63 | loss trade | -588.20 |
Average | profit trade | 60.47 | loss trade | -572.82 |
Maximum | consecutive wins (profit in money) | 61 (3791.77) | consecutive losses (loss in money) | 2 (-1176.40) |
Maximal | consecutive profit (count of wins) | 3791.77 (61) | consecutive loss (count of losses) | -1176.40 (2) |
Average | consecutive wins | 23 | consecutive losses | 1 |