Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 15 Minutes (M15) 2012.01.02 00:00 - 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 | 8568 | Ticks modelled | 3420576 | Modelling quality | 44.35% |
Mismatched charts errors | 29 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 350.23 | Gross profit | 688.85 | Gross loss | -338.62 |
Profit factor | 2.03 | Expected payoff | 13.47 | | |
Absolute drawdown | 88.07 | Maximal drawdown | 248.39 (2.34%) | Relative drawdown | 2.34% (248.39) |
|
Total trades | 26 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 15 (40.00%) |
| Profit trades (% of total) | 11 (42.31%) | Loss trades (% of total) | 15 (57.69%) |
Largest | profit trade | 134.94 | loss trade | -45.59 |
Average | profit trade | 62.62 | loss trade | -22.57 |
Maximum | consecutive wins (profit in money) | 5 (421.22) | consecutive losses (loss in money) | 4 (-73.29) |
Maximal | consecutive profit (count of wins) | 421.22 (5) | consecutive loss (count of losses) | -89.32 (3) |
Average | consecutive wins | 2 | consecutive losses | 3 |