通貨ペア | EURJPY (Euro 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 | 12315 | Ticks modelled | 5220499 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9662.84 | Gross profit | 23120.01 | Gross loss | -13457.17 |
Profit factor | 1.72 | Expected payoff | 24.84 | | |
Absolute drawdown | 331.86 | Maximal drawdown | 2382.36 (12.22%) | Relative drawdown | 12.22% (2382.36) |
|
Total trades | 389 | Short positions (won %) | 186 (96.24%) | Long positions (won %) | 203 (93.10%) |
| Profit trades (% of total) | 368 (94.60%) | Loss trades (% of total) | 21 (5.40%) |
Largest | profit trade | 107.01 | loss trade | -675.70 |
Average | profit trade | 62.83 | loss trade | -640.82 |
Maximum | consecutive wins (profit in money) | 83 (5176.30) | consecutive losses (loss in money) | 2 (-1285.98) |
Maximal | consecutive profit (count of wins) | 5176.30 (83) | consecutive loss (count of losses) | -1285.98 (2) |
Average | consecutive wins | 19 | consecutive losses | 1 |