通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.06.30 23:30 (2008.01.01 - 2008.07.01) |
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 | 7125 | Ticks modelled | 2493591 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 8221.02 | Gross profit | 10419.38 | Gross loss | -2198.36 |
Profit factor | 4.74 | Expected payoff | 45.67 | | |
Absolute drawdown | 291.37 | Maximal drawdown | 1024.78 (7.28%) | Relative drawdown | 7.28% (1024.78) |
|
Total trades | 180 | Short positions (won %) | 70 (98.57%) | Long positions (won %) | 110 (97.27%) |
| Profit trades (% of total) | 176 (97.78%) | Loss trades (% of total) | 4 (2.22%) |
Largest | profit trade | 101.53 | loss trade | -581.35 |
Average | profit trade | 59.20 | loss trade | -549.59 |
Maximum | consecutive wins (profit in money) | 82 (4767.40) | consecutive losses (loss in money) | 1 (-581.35) |
Maximal | consecutive profit (count of wins) | 4767.40 (82) | consecutive loss (count of losses) | -581.35 (1) |
Average | consecutive wins | 35 | consecutive losses | 1 |