Symbol | USDJPYm (US Dollar vs Japanese Yen) |
Period | 1 Hour (H1) 2006.09.01 00:00 - 2006.10.10 00:00 (2006.09.01 - 2006.10.10) |
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=50; 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=""; GMT=1; MagicNumber=123000; |
|
Bars in test | 2034 | Ticks modelled | 52566 | Modelling quality | 28.17% |
|
Initial deposit | 500.00 | | | | |
Total net profit | 11733.89 | Gross profit | 17999.20 | Gross loss | -6265.31 |
Profit factor | 2.87 | Expected payoff | 77.71 | | |
Absolute drawdown | 31.10 | Maximal drawdown | 988.44 (27.21%) | Relative drawdown | 27.21% (988.44) |
|
Total trades | 151 | Short positions (won %) | 82 (65.85%) | Long positions (won %) | 69 (72.46%) |
| Profit trades (% of total) | 104 (68.87%) | Loss trades (% of total) | 47 (31.13%) |
Largest | profit trade | 1017.90 | loss trade | -552.16 |
Average | profit trade | 173.07 | loss trade | -133.30 |
Maximum | consecutive wins (profit in money) | 14 (2183.07) | consecutive losses (loss in money) | 4 (-575.13) |
Maximal | consecutive profit (count of wins) | 3899.30 (12) | consecutive loss (count of losses) | -770.80 (2) |
Average | consecutive wins | 3 | consecutive losses | 1 |