Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 4 Hours (H4) 2001.01.25 16:00 - 2006.09.29 20:00 (2001.01.01 - 2007.01.01) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | AlertsOn=true;
MultiPositions=true;
LotsPerTrade=1; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; |
|
Bars in test | 8929 | Ticks modelled | 3869284 | Modelling quality | 88.99% |
|
Initial deposit | 100000.00 | | | | |
Total net profit | -99131.27 | Gross profit | 540895.52 | Gross loss | -640026.79 |
Profit factor | 0.85 | Expected payoff | -32.72 | | |
Absolute drawdown | 99131.27 | Maximal drawdown | 107104.36 (99.20%) | Relative drawdown | 99.20% (107104.36) |
|
Total trades | 3030 | Short positions (won %) | 1504 (36.90%) | Long positions (won %) | 1526 (41.15%) |
| Profit trades (% of total) | 1183 (39.04%) | Loss trades (% of total) | 1847 (60.96%) |
Largest | profit trade | 3600.37 | loss trade | -1573.05 |
Average | profit trade | 457.22 | loss trade | -346.52 |
Maximum | consecutive wins (profit in money) | 21 (16308.09) | consecutive losses (loss in money) | 33 (-14758.82) |
Maximal | consecutive profit (count of wins) | 17136.19 (12) | consecutive loss (count of losses) | -14758.82 (33) |
Average | consecutive wins | 3 | consecutive losses | 4 |