通貨ペア |
GBPJPYpro (Great Britain Pound vs Japanese Yen) |
期間 |
1時間足(H1) 2005.01.14 06:00 - 2012.12.28 23:00 (2005.01.01 - 2012.12.29) |
モデル |
Every tick (the most precise method based on all available least timeframes) |
パラメーター |
Order_lots_Ex=0.01; Order_lots_SP=0.1; STOP_LOSS=300; slippage=3; LOGIC_SELECT=true;
LOT_LOGIC=false;
SET_LIMIT=10; LOT_ADD_LOGIC=false;
PASSCORD=23109999; PASSCORD2=1027770; |
|
Bars in test |
48660 |
Ticks modelled |
136614139 |
Modelling quality |
89.82% |
Mismatched charts errors |
0 |
|
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|
Initial deposit |
50000.00 |
|
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|
|
Total net profit |
8641.19 |
Gross profit |
41763.48 |
Gross loss |
-33122.29 |
Profit factor |
1.26 |
Expected payoff |
18.95 |
|
|
Absolute drawdown |
2611.79 |
Maximal drawdown |
4207.94 (8.11%) |
Relative drawdown |
8.11% (4207.94) |
|
Total trades |
456 |
Short positions (won %) |
193 (44.56%) |
Long positions (won %) |
263 (53.99%) |
|
Profit trades (% of total) |
228 (50.00%) |
Loss trades (% of total) |
228 (50.00%) |
Largest |
profit trade |
1693.50 |
loss trade |
-1397.14 |
Average |
profit trade |
183.17 |
loss trade |
-145.27 |
Maximum |
consecutive wins (profit in money) |
9 (400.67) |
consecutive losses (loss in money) |
9 (-2660.18) |
Maximal |
consecutive profit (count of wins) |
3934.60 (3) |
consecutive loss (count of losses) |
-2660.18 (9) |
Average |
consecutive wins |
2 |
consecutive losses |
2 |