| 通貨ペア | EURJPY (Euro vs. Japanese Yen) |
| 期間 | 30分足(M30) 2000.01.01 00:30 - 2010.04.29 23:30 (2000.01.01 - 2010.04.30) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
| パラメーター | Usercode=0; Symbol_mark=""; Magic=33334444; Slippage=3; Lots=1; Gmt=3; Tp=10; Lc=80; D_Tp=48; D_Lc=98; Max_spread=5; Time_close11=true;
Time_close14=false;
Time_close17=false;
Friday_stop=true;
Free_comment=""; |
|
| Bars in test | 122226 | Ticks modelled | 45999615 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 198058.24 | Gross profit | 215142.84 | Gross loss | -17084.60 |
| Profit factor | 12.59 | Expected payoff | 60.92 | | |
| Absolute drawdown | 423.12 | Maximal drawdown | 2000.11 (0.98%) | Relative drawdown | 8.39% (1023.64) |
|
| Total trades | 3269 | Short positions (won %) | 1480 (96.64%) | Long positions (won %) | 1789 (96.49%) |
| Profit trades (% of total) | 3182 (96.54%) | Loss trades (% of total) | 87 (3.46%) |
| Largest | profit trade | 324.25 | loss trade | -972.74 |
| Average | profit trade | 67.70 | loss trade | -197.20 |
| Maximum | consecutive wins (profit in money) | 462 (37037.65) | consecutive losses (loss in money) | 3 (-330.28) |
| Maximal | consecutive profit (count of wins) | 37037.65 (462) | consecutive loss (count of losses) | -972.74 (1) |
| Average | consecutive wins | 41 | consecutive losses | 1 |