Symbol |
USDJPY (US Dollar vs Japanise Yen) |
Period |
5 Minutes (M5) 2007.07.09 00:00 - 2018.05.25 23:50 (2007.07.07 - 2018.05.30) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
MAGIC=20180429; OrderCom="Plasma"; MaxSpread=30; Lot=0.1; MaxStopLoss=0; MaxSlippage=10; MM=false;
MM_Leverage=10; |
|
Bars in test |
806124 |
Ticks modelled |
151914073 |
Modelling quality |
90.00% |
Mismatched charts errors |
0 |
|
|
|
|
|
Initial deposit |
1000.00 |
|
|
Spread |
5 |
Total net profit |
8395.98 |
Gross profit |
45399.15 |
Gross loss |
-37003.17 |
Profit factor |
1.23 |
Expected payoff |
0.58 |
|
|
Absolute drawdown |
184.43 |
Maximal drawdown |
401.23 (24.25%) |
Relative drawdown |
24.25% (401.23) |
|
Total trades |
14413 |
Short positions (won %) |
7164 (65.40%) |
Long positions (won %) |
7249 (65.98%) |
|
Profit trades (% of total) |
9468 (65.69%) |
Loss trades (% of total) |
4945 (34.31%) |
Largest |
profit trade |
145.30 |
loss trade |
-154.30 |
Average |
profit trade |
4.80 |
loss trade |
-7.48 |
Maximum |
consecutive wins (profit in money) |
16 (42.26) |
consecutive losses (loss in money) |
7 (-174.37) |
Maximal |
consecutive profit (count of wins) |
199.96 (9) |
consecutive loss (count of losses) |
-174.37 (7) |
Average |
consecutive wins |
3 |
consecutive losses |
1 |