Symbol |
USDJPY (US Dollar vs Japanese Yen) |
Period |
5 Minutes (M5) 2005.01.17 02:45 - 2018.08.30 23:55 (2005.01.17 - 2018.08.31) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
MaxSpread=3; Sl=140; Tp=9; Lots=0.1; MaxLots=0.2; Lots_exp=1.2; MaxOrders=6; MAGIC=12355; |
|
Bars in test |
998272 |
Ticks modelled |
181568230 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
15 |
Total net profit |
20413.25 |
Gross profit |
45611.56 |
Gross loss |
-25198.31 |
Profit factor |
1.81 |
Expected payoff |
3.79 |
|
|
Absolute drawdown |
628.94 |
Maximal drawdown |
799.71 (3.71%) |
Relative drawdown |
6.41% (642.17) |
|
Total trades |
5381 |
Short positions (won %) |
2528 (82.16%) |
Long positions (won %) |
2853 (81.14%) |
|
Profit trades (% of total) |
4392 (81.62%) |
Loss trades (% of total) |
989 (18.38%) |
Largest |
profit trade |
25.20 |
loss trade |
-331.67 |
Average |
profit trade |
10.39 |
loss trade |
-25.48 |
Maximum |
consecutive wins (profit in money) |
80 (662.64) |
consecutive losses (loss in money) |
10 (-131.84) |
Maximal |
consecutive profit (count of wins) |
662.64 (80) |
consecutive loss (count of losses) |
-408.18 (6) |
Average |
consecutive wins |
9 |
consecutive losses |
2 |