通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) |
期間 | 5分足(M5) 2007.06.01 00:00 - 2009.05.29 23:55 (2007.06.01 - 2009.05.31) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | MagicNumber=54000; Alerts=false; |
|
Bars in test | 147536 | Ticks modelled | 7804388 | Modelling quality | 90.00% |
Mismatched charts errors | 10 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 26257.71 | Gross profit | 57646.24 | Gross loss | -31388.53 |
Profit factor | 1.84 | Expected payoff | 10.69 | | |
Absolute drawdown | 35.10 | Maximal drawdown | 10640.36 (44.19%) | Relative drawdown | 44.19% (10640.36) |
|
Total trades | 2457 | Short positions (won %) | 2457 (79.12%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1944 (79.12%) | Loss trades (% of total) | 513 (20.88%) |
Largest | profit trade | 2600.79 | loss trade | -1287.10 |
Average | profit trade | 29.65 | loss trade | -61.19 |
Maximum | consecutive wins (profit in money) | 25 (154.49) | consecutive losses (loss in money) | 3 (-2261.62) |
Maximal | consecutive profit (count of wins) | 2607.54 (2) | consecutive loss (count of losses) | -2261.62 (3) |
Average | consecutive wins | 4 | consecutive losses | 1 |