Symbol |
USDJPY (US Dollar vs Japanese Yen) |
Period |
30 Minutes (M30) 2007.12.17 00:00 - 2017.12.14 23:30 (2007.12.17 - 2017.12.15) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
EA_Name="Swing Bird UJ"; MAGIC=16164444; _____EntrySetting="+----- Entry Setting -----+"; slippage=3; maxspread=3; lots=0.1; takeprofit=125; stoploss=50; _____Trailing="+----- Trailing Stop -----+"; UseTrailingStop=true;
trailingstart=65; trailingstop=60; trailingstep=15; _____TimeFilter="+----- Time Filter -----+"; StartHour=22; StartMinute=50; EndHour=19; EndMinute=10; _____FridayFilter="+---- Friday Filter ----+"; FridayEnd=true;
FridayEndHour=12; FridayClose=true;
FridayCloseHour=16; _____GMToffset="+---- GMT offset ----+"; WinterGMTshift=2; SummerGMTshift=3; NY_SummerTime=true;
|
|
Bars in test |
123053 |
Ticks modelled |
149753747 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
10000.00 |
|
|
Spread |
15 |
Total net profit |
6002.56 |
Gross profit |
22294.92 |
Gross loss |
-16292.36 |
Profit factor |
1.37 |
Expected payoff |
6.52 |
|
|
Absolute drawdown |
219.43 |
Maximal drawdown |
816.33 (7.66%) |
Relative drawdown |
7.66% (816.33) |
|
Total trades |
920 |
Short positions (won %) |
460 (43.91%) |
Long positions (won %) |
460 (46.30%) |
|
Profit trades (% of total) |
415 (45.11%) |
Loss trades (% of total) |
505 (54.89%) |
Largest |
profit trade |
160.02 |
loss trade |
-64.73 |
Average |
profit trade |
53.72 |
loss trade |
-32.26 |
Maximum |
consecutive wins (profit in money) |
6 (463.52) |
consecutive losses (loss in money) |
8 (-292.40) |
Maximal |
consecutive profit (count of wins) |
463.52 (6) |
consecutive loss (count of losses) |
-306.42 (6) |
Average |
consecutive wins |
2 |
consecutive losses |
2 |