| 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 | |