通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 1時間足(H1) 2003.01.01 00:00 - 2008.04.18 14:00 (2003.01.01 - 2008.04.19) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Magic=772188; RightSideLabel=false;
TakeProfit=25; Multiplier=2; Pips=20; Lots=0.01; InitialStop=100; OverlapTrade=false;
TradersMaxTrades=10; Money_management=false; |
|
Bars in test | 28368 | Ticks modelled | 8809127 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 5017.72 | Gross profit | 8503.70 | Gross loss | -3485.98 |
Profit factor | 2.44 | Expected payoff | 3.41 | | |
Absolute drawdown | 332.67 | Maximal drawdown | 870.10 (6.50%) | Relative drawdown | 6.50% (870.10) |
|
Total trades | 1470 | Short positions (won %) | 762 (67.85%) | Long positions (won %) | 708 (72.18%) |
| Profit trades (% of total) | 1028 (69.93%) | Loss trades (% of total) | 442 (30.07%) |
Largest | profit trade | 276.10 | loss trade | -55.50 |
Average | profit trade | 8.27 | loss trade | -7.89 |
Maximum | consecutive wins (profit in money) | 21 (56.67) | consecutive losses (loss in money) | 6 (-208.25) |
Maximal | consecutive profit (count of wins) | 312.13 (12) | consecutive loss (count of losses) | -208.25 (6) |
Average | consecutive wins | 5 | consecutive losses | 2 |