| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
| 期間 | 1時間足(H1) 2007.01.02 08:00 - 2009.04.29 23:00 (2007.01.01 - 2009.04.30) |
| モデル | Every tick (the most precise method based on all available least timeframes) |
|
|
| Bars in test |
15289 |
Ticks modelled |
7369549 |
Modelling quality |
90.00% |
| Mismatched charts errors |
0 |
|
|
|
|
|
| Initial deposit |
1000.00 |
|
|
|
|
| Total net profit |
288615.72 |
Gross profit |
296717.26 |
Gross loss |
-8101.54 |
| Profit factor |
36.62 |
Expected payoff |
1527.07 |
|
|
| Absolute drawdown |
247.06 |
Maximal drawdown |
24578.94 (8.63%) |
Relative drawdown |
25.78% (420.53) |
|
| Total trades |
189 |
Short positions (won %) |
96 (97.92%) |
Long positions (won %) |
93 (97.85%) |
|
Profit trades (% of total) |
185 (97.88%) |
Loss trades (% of total) |
4 (2.12%) |
| Largest |
profit trade |
19002.52 |
loss trade |
-5057.03 |
| Average |
profit trade |
1603.88 |
loss trade |
-2025.38 |
| Maximum |
consecutive wins (profit in money) |
93 (13895.02) |
consecutive losses (loss in money) |
1 (-5057.03) |
| Maximal |
consecutive profit (count of wins) |
196449.56 (77) |
consecutive loss (count of losses) |
-5057.03 (1) |
| Average |
consecutive wins |
62 |
consecutive losses |
1 |