Symbol | USDJPY (United States Dollar vs. Japanese Yen) |
Period | 1 Hour (H1) 2006.01.03 15:00 - 2006.08.11 22:00 (2006.01.02 - 2006.08.12) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Lots=1; UseCloseSignal=true;
TakeProfit=50; StopLoss=100; TrailingStop=50; |
|
Bars in test | 17186 | Ticks modelled | 531790 | Modelling quality | 81.61% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 2677.42 | Gross profit | 7130.85 | Gross loss | -4453.42 |
Profit factor | 1.60 | Expected payoff | 111.56 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1660.86 (18.60%) | Relative drawdown | 18.60% (1660.86) |
|
Total trades | 24 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 13 (53.85%) |
| Profit trades (% of total) | 13 (54.17%) | Loss trades (% of total) | 11 (45.83%) |
Largest | profit trade | 1203.82 | loss trade | -838.03 |
Average | profit trade | 548.53 | loss trade | -404.86 |
Maximum | consecutive wins (profit in money) | 4 (1730.38) | consecutive losses (loss in money) | 2 (-1660.86) |
Maximal | consecutive profit (count of wins) | 1730.38 (4) | consecutive loss (count of losses) | -1660.86 (2) |
Average | consecutive wins | 2 | consecutive losses | 2 |