通貨ペア | EURJPY (Euro vs Japanese Yen) |
期間 | 30分足(M30) 2008.01.02 08:00 - 2008.10.31 21:00 (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=20080430; |
|
Bars in test | 11354 | Ticks modelled | 4578447 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 8174.05 | Gross profit | 20430.69 | Gross loss | -12256.64 |
Profit factor | 1.67 | Expected payoff | 23.29 | | |
Absolute drawdown | 314.75 | Maximal drawdown | 2295.17 (11.82%) | Relative drawdown | 11.82% (2295.17) |
|
Total trades | 351 | Short positions (won %) | 166 (95.18%) | Long positions (won %) | 185 (92.97%) |
| Profit trades (% of total) | 330 (94.02%) | Loss trades (% of total) | 21 (5.98%) |
Largest | profit trade | 101.56 | loss trade | -670.09 |
Average | profit trade | 61.91 | loss trade | -583.65 |
Maximum | consecutive wins (profit in money) | 82 (4991.04) | consecutive losses (loss in money) | 2 (-1233.74) |
Maximal | consecutive profit (count of wins) | 4991.04 (82) | consecutive loss (count of losses) | -1233.74 (2) |
Average | consecutive wins | 17 | consecutive losses | 1 |