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 | 8631.67 | Gross profit | 14452.02 | Gross loss | -5820.36 |
Profit factor | 2.48 | Expected payoff | 29.16 | | |
Absolute drawdown | 491.80 | Maximal drawdown | 1329.02 (7.16%) | Relative drawdown | 7.62% (1327.36) |
|
Total trades | 296 | Short positions (won %) | 164 (97.56%) | Long positions (won %) | 132 (95.45%) |
| Profit trades (% of total) | 286 (96.62%) | Loss trades (% of total) | 10 (3.38%) |
Largest | profit trade | 102.40 | loss trade | -628.36 |
Average | profit trade | 50.53 | loss trade | -582.04 |
Maximum | consecutive wins (profit in money) | 119 (5971.52) | consecutive losses (loss in money) | 1 (-628.36) |
Maximal | consecutive profit (count of wins) | 5971.52 (119) | consecutive loss (count of losses) | -628.36 (1) |
Average | consecutive wins | 26 | consecutive losses | 1 |