Symbol | USDJPY (United States Dollar vs. Japanese Yen) |
Period | 1 Hour (H1) 2004.08.02 00:00 - 2006.09.29 00:00 (2004.08.01 - 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=200; 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 | 2066693 | Modelling quality | 90.00% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 143118.01 | Gross profit | 363420.69 | Gross loss | -220302.69 |
Profit factor | 1.65 | Expected payoff | 161.53 | | |
Absolute drawdown | 1.79 | Maximal drawdown | 17132.61 (12.02%) | Relative drawdown | 39.90% (3815.53) |
|
Total trades | 886 | Short positions (won %) | 416 (62.50%) | Long positions (won %) | 470 (65.11%) |
| Profit trades (% of total) | 566 (63.88%) | Loss trades (% of total) | 320 (36.12%) |
Largest | profit trade | 12456.29 | loss trade | -5875.84 |
Average | profit trade | 642.09 | loss trade | -688.45 |
Maximum | consecutive wins (profit in money) | 14 (227.52) | consecutive losses (loss in money) | 5 (-1765.22) |
Maximal | consecutive profit (count of wins) | 44680.73 (9) | consecutive loss (count of losses) | -16884.03 (3) |
Average | consecutive wins | 3 | consecutive losses | 2 |