| 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 | ||||
| Initial deposit | 50000.00 | ||||
| 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 | |