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 | 5220494 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 10923.52 | Gross profit | 25693.41 | Gross loss | -14769.89 |
Profit factor | 1.74 | Expected payoff | 25.58 | | |
Absolute drawdown | 332.71 | Maximal drawdown | 2800.22 (13.16%) | Relative drawdown | 15.35% (1773.15) |
|
Total trades | 427 | Short positions (won %) | 200 (97.00%) | Long positions (won %) | 227 (92.51%) |
| Profit trades (% of total) | 404 (94.61%) | Loss trades (% of total) | 23 (5.39%) |
Largest | profit trade | 96.64 | loss trade | -677.92 |
Average | profit trade | 63.60 | loss trade | -642.17 |
Maximum | consecutive wins (profit in money) | 74 (4635.04) | consecutive losses (loss in money) | 3 (-1925.67) |
Maximal | consecutive profit (count of wins) | 4635.04 (74) | consecutive loss (count of losses) | -1925.67 (3) |
Average | consecutive wins | 20 | consecutive losses | 1 |