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=20080820; |
|
Bars in test | 11354 | Ticks modelled | 4578447 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 8850.13 | Gross profit | 22914.47 | Gross loss | -14064.34 |
Profit factor | 1.63 | Expected payoff | 22.52 | | |
Absolute drawdown | 314.99 | Maximal drawdown | 2708.42 (12.90%) | Relative drawdown | 14.99% (1722.60) |
|
Total trades | 393 | Short positions (won %) | 179 (96.09%) | Long positions (won %) | 214 (92.06%) |
| Profit trades (% of total) | 369 (93.89%) | Loss trades (% of total) | 24 (6.11%) |
Largest | profit trade | 101.63 | loss trade | -670.65 |
Average | profit trade | 62.10 | loss trade | -586.01 |
Maximum | consecutive wins (profit in money) | 73 (4481.42) | consecutive losses (loss in money) | 3 (-1839.31) |
Maximal | consecutive profit (count of wins) | 4481.42 (73) | consecutive loss (count of losses) | -1839.31 (3) |
Average | consecutive wins | 18 | consecutive losses | 1 |