通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 1999.01.07 02:00 - 2007.12.31 16:30 (1999.01.01 - 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 | 105315 | Ticks modelled | 21210458 | Modelling quality | 89.91% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 299055.28 | Gross profit | 337398.49 | Gross loss | -38343.21 |
Profit factor | 8.80 | Expected payoff | 53.57 | | |
Absolute drawdown | 871.07 | Maximal drawdown | 2700.34 (22.83%) | Relative drawdown | 22.83% (2700.34) |
|
Total trades | 5583 | Short positions (won %) | 2296 (98.43%) | Long positions (won %) | 3287 (99.00%) |
| Profit trades (% of total) | 5514 (98.76%) | Loss trades (% of total) | 69 (1.24%) |
Largest | profit trade | 136.74 | loss trade | -621.57 |
Average | profit trade | 61.19 | loss trade | -555.70 |
Maximum | consecutive wins (profit in money) | 849 (56223.66) | consecutive losses (loss in money) | 3 (-1733.94) |
Maximal | consecutive profit (count of wins) | 56223.66 (849) | consecutive loss (count of losses) | -1733.94 (3) |
Average | consecutive wins | 90 | consecutive losses | 1 |