通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 2006.11.01 00:00 - 2008.11.29 06:55 (2006.11.01 - 2008.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | TakeProfit=35; StopLoss=110; maxSpread=1; MoneyManagement=false; minLots=1; |
|
Bars in test | 153986 | Ticks modelled | 5303661 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 52616.89 | Gross profit | 94052.82 | Gross loss | -41435.93 |
Profit factor | 2.27 | Expected payoff | 52.10 | | |
Absolute drawdown | 2568.07 | Maximal drawdown | 3148.95 (5.40%) | Relative drawdown | 27.59% (2832.30) |
|
Total trades | 1010 | Short positions (won %) | 489 (84.46%) | Long positions (won %) | 521 (76.01%) |
| Profit trades (% of total) | 809 (80.10%) | Loss trades (% of total) | 201 (19.90%) |
Largest | profit trade | 376.75 | loss trade | -1115.62 |
Average | profit trade | 116.26 | loss trade | -206.15 |
Maximum | consecutive wins (profit in money) | 45 (4849.91) | consecutive losses (loss in money) | 9 (-796.30) |
Maximal | consecutive profit (count of wins) | 4849.91 (45) | consecutive loss (count of losses) | -2537.94 (4) |
Average | consecutive wins | 7 | consecutive losses | 2 |