通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
期間 | 2006.11.01 00:00 - 2008.11.30 23:55 (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=3; MoneyManagement=false; minLots=1; |
|
Bars in test | 153891 | Ticks modelled | 5301275 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 29383.57 | Gross profit | 86307.90 | Gross loss | -56924.33 |
Profit factor | 1.52 | Expected payoff | 27.51 | | |
Absolute drawdown | 3037.74 | Maximal drawdown | 4813.02 (13.01%) | Relative drawdown | 32.31% (4118.10) |
|
Total trades | 1068 | Short positions (won %) | 496 (80.65%) | Long positions (won %) | 572 (72.55%) |
| Profit trades (% of total) | 815 (76.31%) | Loss trades (% of total) | 253 (23.69%) |
Largest | profit trade | 376.79 | loss trade | -1117.71 |
Average | profit trade | 105.90 | loss trade | -225.00 |
Maximum | consecutive wins (profit in money) | 37 (3351.76) | consecutive losses (loss in money) | 9 (-954.68) |
Maximal | consecutive profit (count of wins) | 3351.76 (37) | consecutive loss (count of losses) | -2619.31 (4) |
Average | consecutive wins | 6 | consecutive losses | 2 |