Symbol |
USDJPY (US Dollar vs Japanise Yen) |
Period |
5 Minutes (M5) 2007.07.09 00:00 - 2018.08.22 23:55 (2007.07.07 - 2018.08.23) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
MAGIC=20180823; OrderCom="BigGold"; Spread=30; Slippage=30; Lot=0.1; MM=false;
MMLeverage=10; MaxStopLoss=0; |
|
Bars in test |
824268 |
Ticks modelled |
155612274 |
Modelling quality |
90.00% |
Mismatched charts errors |
43 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
5 |
Total net profit |
8488.65 |
Gross profit |
22076.83 |
Gross loss |
-13588.18 |
Profit factor |
1.62 |
Expected payoff |
1.92 |
|
|
Absolute drawdown |
176.89 |
Maximal drawdown |
501.15 (3.84%) |
Relative drawdown |
3.84% (501.15) |
|
Total trades |
4410 |
Short positions (won %) |
2249 (69.90%) |
Long positions (won %) |
2161 (72.33%) |
|
Profit trades (% of total) |
3135 (71.09%) |
Loss trades (% of total) |
1275 (28.91%) |
Largest |
profit trade |
67.69 |
loss trade |
-163.17 |
Average |
profit trade |
7.04 |
loss trade |
-10.66 |
Maximum |
consecutive wins (profit in money) |
41 (179.44) |
consecutive losses (loss in money) |
16 (-97.19) |
Maximal |
consecutive profit (count of wins) |
325.78 (11) |
consecutive loss (count of losses) |
-294.98 (6) |
Average |
consecutive wins |
5 |
consecutive losses |
2 |