Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 5 Minutes (M5) 2012.02.24 23:00 - 2012.04.19 19:45 (2012.01.02 - 2012.05.06) |
Model | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 11287 | Ticks modelled | 2247422 | Modelling quality | 47.38% |
Mismatched charts errors | 9 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 104.39 | Gross profit | 441.95 | Gross loss | -337.56 |
Profit factor | 1.31 | Expected payoff | 3.73 | | |
Absolute drawdown | 59.44 | Maximal drawdown | 157.33 (1.53%) | Relative drawdown | 1.53% (157.33) |
|
Total trades | 28 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 13 (46.43%) | Loss trades (% of total) | 15 (53.57%) |
Largest | profit trade | 91.13 | loss trade | -42.64 |
Average | profit trade | 34.00 | loss trade | -22.50 |
Maximum | consecutive wins (profit in money) | 4 (183.89) | consecutive losses (loss in money) | 4 (-99.53) |
Maximal | consecutive profit (count of wins) | 183.89 (4) | consecutive loss (count of losses) | -99.53 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |