Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 1 Minute (M1) 2005.09.01 00:04 - 2006.09.29 00:00 (2005.09.01 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | LotPercentage=8; MinVal=5000; OpenOrder=0; OrderFlag=0; StopLossVal=45; TimePeriod=30; PointAdjust=0.0001; |
|
Bars in test | 741056 | Ticks modelled | 1902321 | Modelling quality | 24.77% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1844953.27 | Gross profit | 2247746.35 | Gross loss | -402793.08 |
Profit factor | 5.58 | Expected payoff | 4880.83 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 76133.78 (5.98%) | Relative drawdown | 11.70% (8328.31) |
|
Total trades | 378 | Short positions (won %) | 196 (81.12%) | Long positions (won %) | 182 (86.81%) |
| Profit trades (% of total) | 317 (83.86%) | Loss trades (% of total) | 61 (16.14%) |
Largest | profit trade | 95709.91 | loss trade | -38934.08 |
Average | profit trade | 7090.68 | loss trade | -6603.17 |
Maximum | consecutive wins (profit in money) | 32 (398166.34) | consecutive losses (loss in money) | 3 (-6626.86) |
Maximal | consecutive profit (count of wins) | 398166.34 (32) | consecutive loss (count of losses) | -76133.78 (2) |
Average | consecutive wins | 7 | consecutive losses | 1 |