通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.11.30 23:30 (2008.01.01 - 2008.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | EA_Settings="------"; TakeProfit=5; StopLoss=60; Slippage=0; EntryHour=19; EntryFrequency=1; OrderSendRetries=5; maxSpread=3; TPClosure_Settings="------"; TPClosureMode=true;
TPadjustment=false;
TemporalTP=10; ATRStop_Settings="------"; UseATRStop=false;
ATRTimeframe=15; ATRPeriod=10; ATRStoplevel=3; MM_Settings="------"; MoneyManagement=false;
Risk_percent=10; minLots=1; maxLots=100; |
|
Bars in test | 12314 | Ticks modelled | 3223669 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7738.95 | Gross profit | 15233.28 | Gross loss | -7494.33 |
Profit factor | 2.03 | Expected payoff | 24.49 | | |
Absolute drawdown | 491.80 | Maximal drawdown | 1607.37 (9.42%) | Relative drawdown | 9.42% (1607.37) |
|
Total trades | 316 | Short positions (won %) | 168 (97.02%) | Long positions (won %) | 148 (94.59%) |
| Profit trades (% of total) | 303 (95.89%) | Loss trades (% of total) | 13 (4.11%) |
Largest | profit trade | 80.85 | loss trade | -628.36 |
Average | profit trade | 50.27 | loss trade | -576.49 |
Maximum | consecutive wins (profit in money) | 109 (5470.37) | consecutive losses (loss in money) | 1 (-628.36) |
Maximal | consecutive profit (count of wins) | 5470.37 (109) | consecutive loss (count of losses) | -628.36 (1) |
Average | consecutive wins | 22 | consecutive losses | 1 |