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=0; |
|
Bars in test | 17186 | Ticks modelled | 531790 | Modelling quality | 81.61% |
|
Initial deposit | 5000.00 | | | | |
Total net profit | 2830.25 | Gross profit | 8208.40 | Gross loss | -5378.15 |
Profit factor | 1.53 | Expected payoff | 128.65 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1798.52 (20.45%) | Relative drawdown | 20.45% (1798.52) |
|
Total trades | 22 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 12 (33.33%) |
| Profit trades (% of total) | 9 (40.91%) | Loss trades (% of total) | 13 (59.09%) |
Largest | profit trade | 2503.41 | loss trade | -838.03 |
Average | profit trade | 912.04 | loss trade | -413.70 |
Maximum | consecutive wins (profit in money) | 3 (1414.76) | consecutive losses (loss in money) | 3 (-1798.52) |
Maximal | consecutive profit (count of wins) | 2503.41 (1) | consecutive loss (count of losses) | -1798.52 (3) |
Average | consecutive wins | 1 | consecutive losses | 2 |