Symbol | USDJPY (United States Dollar vs. Japanese Yen) |
Period | 1 Hour (H1) 2005.08.11 00:00 - 2006.09.29 00:00 (2005.08.11 - 2006.09.29) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | ExitMarket=false;
ShowSuitablePeriod=false;
ShowMarketInfo=false;
ShowAccountStatus=false;
ShowStat=false;
ShowDecision=false;
ShowDirection=false;
BlockSell=false;
BlockBuy=false;
ShowLots=false;
BlockStopLoss=false;
DisableShadowStopLoss=true;
DisableExitSell=false;
DisableExitBuy=false;
EnableMACD=false;
EnableMA=false;
EnableFractals=false;
EnableCCI=true;
EnableCyberiaLogic=true;
EnableLogicTrading=true;
EnableADX=false;
EnablePivot=true;
BlockPipsator=true;
EnableMoneyTrain=false;
EnableReverseDetector=true;
ReverseIndex=3.82; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true;
MAXLots=10; AutoDirection=true;
ValuesPeriodCount=7; ValuesPeriodCountMax=7; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.7; StopLossIndex=2.5; AutoStopLossIndex=true;
StaticStopLoss=11; StopLevel=0; EnableTrailingStop=true;
TrailingStopFactor=1; TimeTradeHoursDisabled="00,01,04,06"; GMT=10; MagicNumber=123000; |
|
Bars in test | 14200 | Ticks modelled | 991517 | Modelling quality | 90.00% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 35945.76 | Gross profit | 106468.91 | Gross loss | -70523.16 |
Profit factor | 1.51 | Expected payoff | 68.99 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 8196.60 (21.45%) | Relative drawdown | 39.21% (466.24) |
|
Total trades | 521 | Short positions (won %) | 237 (61.18%) | Long positions (won %) | 284 (65.49%) |
| Profit trades (% of total) | 331 (63.53%) | Loss trades (% of total) | 190 (36.47%) |
Largest | profit trade | 2965.53 | loss trade | -1122.63 |
Average | profit trade | 321.66 | loss trade | -371.17 |
Maximum | consecutive wins (profit in money) | 13 (7833.38) | consecutive losses (loss in money) | 6 (-6495.33) |
Maximal | consecutive profit (count of wins) | 10713.30 (8) | consecutive loss (count of losses) | -6495.33 (6) |
Average | consecutive wins | 3 | consecutive losses | 2 |