通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.10.31 20:30 (2008.01.01 - 2008.11.01) |
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=20080323; |
|
Bars in test | 11353 | Ticks modelled | 2761937 | Modelling quality | 90.00% |
Mismatched charts errors | 2 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7034.81 | Gross profit | 13259.94 | Gross loss | -6225.13 |
Profit factor | 2.13 | Expected payoff | 25.21 | | |
Absolute drawdown | 491.80 | Maximal drawdown | 1642.72 (9.65%) | Relative drawdown | 9.65% (1642.72) |
|
Total trades | 279 | Short positions (won %) | 146 (96.58%) | Long positions (won %) | 133 (95.49%) |
| Profit trades (% of total) | 268 (96.06%) | Loss trades (% of total) | 11 (3.94%) |
Largest | profit trade | 80.85 | loss trade | -615.57 |
Average | profit trade | 49.48 | loss trade | -565.92 |
Maximum | consecutive wins (profit in money) | 109 (5495.46) | consecutive losses (loss in money) | 1 (-615.57) |
Maximal | consecutive profit (count of wins) | 5495.46 (109) | consecutive loss (count of losses) | -615.57 (1) |
Average | consecutive wins | 22 | consecutive losses | 1 |