Symbol |
USDJPY (US Dollar vs Japanese Yen) |
Period |
5 Minutes (M5) 2000.01.03 00:00 - 2020.08.07 23:54 (2000.01.01 - 2020.08.10) |
Model |
Open prices only (only for Expert Advisors that explicitly control bar opening) |
Parameters |
MagicNumber=101; MaxSpread=20; Slippage=30; MaxOrders=3; Space=40; Target=true;
Friday=true;
MM=false;
MM_Risk=3; MaxLotSize=100; Lots=0.5; TP=1000; SL=1000; |
|
Bars in test |
1525607 |
Ticks modelled |
3047701 |
Modelling quality |
n/a |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
5 |
Total net profit |
211733.15 |
Gross profit |
500562.58 |
Gross loss |
-288829.43 |
Profit factor |
1.73 |
Expected payoff |
16.02 |
|
|
Absolute drawdown |
36.74 |
Maximal drawdown |
3826.88 (2.40%) |
Relative drawdown |
11.87% (2119.19) |
|
Total trades |
13213 |
Short positions (won %) |
6780 (71.03%) |
Long positions (won %) |
6433 (70.50%) |
|
Profit trades (% of total) |
9351 (70.77%) |
Loss trades (% of total) |
3862 (29.23%) |
Largest |
profit trade |
617.78 |
loss trade |
-643.32 |
Average |
profit trade |
53.53 |
loss trade |
-74.79 |
Maximum |
consecutive wins (profit in money) |
32 (1403.54) |
consecutive losses (loss in money) |
8 (-529.30) |
Maximal |
consecutive profit (count of wins) |
2908.53 (17) |
consecutive loss (count of losses) |
-2764.63 (5) |
Average |
consecutive wins |
4 |
consecutive losses |
2 |