Symbol | USDJPYm (US Dollar vs Japanese Yen) |
Period | 1 Hour (H1) 2006.04.03 00:00 - 2006.05.26 19:00 (2006.04.03 - 2006.05.27) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Start1=13; Start2=14; EOD=20; FridayClosing=21; FirstSessionOnly=false;
Length=2; Pips=0; StopLoss=51; BreakEven=45; TrailingStop=0; TakeProfit=150; Minimum.Lot=0.1; MaximumRisk=0.1; DecreaseFactor=3; Lot.Margin=50; Use.Money.Mgt=true;
DevL=7; DevS=1; |
|
Bars in test | 17187 | Ticks modelled | 175410 | Modelling quality | 90.00% |
|
Initial deposit | 1000.00 | | | | |
Total net profit | 8378.10 | Gross profit | 10227.98 | Gross loss | -1849.88 |
Profit factor | 5.53 | Expected payoff | 132.99 | | |
Absolute drawdown | 37.60 | Maximal drawdown (%) | 549.29 (6.7%) | | |
|
Total trades | 63 | Short positions (won %) | 34 (82.35%) | Long positions (won %) | 29 (48.28%) |
| Profit trades (% of total) | 42 (66.67%) | Loss trades (% of total) | 21 (33.33%) |
Largest | profit trade | 1151.46 | loss trade | -549.29 |
Average | profit trade | 243.52 | loss trade | -88.09 |
Maximum | consecutive wins (profit in money) | 14 (1940.21) | consecutive losses (loss in money) | 6 (-451.61) |
Maximal | consecutive profit (count of wins) | 4019.30 (7) | consecutive loss (count of losses) | -549.29 (1) |
Average | consecutive wins | 5 | consecutive losses | 3 |