Symbol |
USDJPY (US Dollar vs Japanise Yen) |
Period |
5 Minutes (M5) 2007.07.09 00:00 - 2018.07.27 23:55 (2007.07.07 - 2018.07.29) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
MAGIC=20180805; OrderCom="Dokodemo"; Spread=30; Slippage=30; Lot=0.1; MM=false;
MMLeverage=10; |
|
Bars in test |
819083 |
Ticks modelled |
154581259 |
Modelling quality |
90.00% |
Mismatched charts errors |
43 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
5 |
Total net profit |
12797.25 |
Gross profit |
44551.88 |
Gross loss |
-31754.63 |
Profit factor |
1.40 |
Expected payoff |
1.41 |
|
|
Absolute drawdown |
29.20 |
Maximal drawdown |
536.40 (3.88%) |
Relative drawdown |
3.88% (536.40) |
|
Total trades |
9079 |
Short positions (won %) |
4617 (67.90%) |
Long positions (won %) |
4462 (68.15%) |
|
Profit trades (% of total) |
6176 (68.03%) |
Loss trades (% of total) |
2903 (31.97%) |
Largest |
profit trade |
112.55 |
loss trade |
-133.33 |
Average |
profit trade |
7.21 |
loss trade |
-10.94 |
Maximum |
consecutive wins (profit in money) |
29 (119.56) |
consecutive losses (loss in money) |
13 (-127.26) |
Maximal |
consecutive profit (count of wins) |
338.53 (17) |
consecutive loss (count of losses) |
-280.64 (6) |
Average |
consecutive wins |
5 |
consecutive losses |
2 |