通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.07.31 23:30 (2008.01.01 - 2008.08.01) |
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;
TemporalTP=10; TPadjustment=false;
EntryFrequency=1; MoneyManagement=false;
minLots=1; maxLots=100; Risk_percent=10; Magic=20080430; |
|
Bars in test | 8221 | Ticks modelled | 2846191 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 8997.53 | Gross profit | 12251.01 | Gross loss | -3253.48 |
Profit factor | 3.77 | Expected payoff | 41.66 | | |
Absolute drawdown | 287.79 | Maximal drawdown | 1232.13 (6.67%) | Relative drawdown | 7.19% (1009.82) |
|
Total trades | 216 | Short positions (won %) | 89 (98.88%) | Long positions (won %) | 127 (96.06%) |
| Profit trades (% of total) | 210 (97.22%) | Loss trades (% of total) | 6 (2.78%) |
Largest | profit trade | 101.65 | loss trade | -575.15 |
Average | profit trade | 58.34 | loss trade | -542.25 |
Maximum | consecutive wins (profit in money) | 82 (4706.35) | consecutive losses (loss in money) | 2 (-1083.58) |
Maximal | consecutive profit (count of wins) | 4706.35 (82) | consecutive loss (count of losses) | -1083.58 (2) |
Average | consecutive wins | 35 | consecutive losses | 1 |