Symbol | USDJPYm (US Dollar vs Japanese Yen) |
Period | 1 Hour (H1) 2006.03.26 23:00 - 2006.07.22 00:00 (2006.03.25 - 2006.07.22) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | EAName="TDT - IBFX"; ManageMoney=false;
Lots=1; Risk=3; UseSound=true;
TrailingStop=60; ProfitLevel=2000; AccountIsMicro=true;
StopLoss=60; StartLevel=40; |
|
Bars in test | 18321 | Ticks modelled | 472880 | Modelling quality | 90.00% |
|
Initial deposit | 1810.00 | | | | |
Total net profit | 440.76 | Gross profit | 798.90 | Gross loss | -358.14 |
Profit factor | 2.23 | Expected payoff | 20.99 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 171.52 (7.60%) | Relative drawdown | 7.60% (171.52) |
|
Total trades | 21 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 10 (47.62%) | Loss trades (% of total) | 11 (52.38%) |
Largest | profit trade | 215.06 | loss trade | -53.95 |
Average | profit trade | 79.89 | loss trade | -32.56 |
Maximum | consecutive wins (profit in money) | 2 (178.85) | consecutive losses (loss in money) | 3 (-62.84) |
Maximal | consecutive profit (count of wins) | 215.06 (1) | consecutive loss (count of losses) | -107.15 (2) |
Average | consecutive wins | 1 | consecutive losses | 2 |