Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | Daily (D1) 2004.08.06 00:00 - 2006.04.28 00:00 (2004.08.06 - 2006.04.28) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | Expert_Name="---- PriceChannelExpert_v4 ----"; Magic=10000; Slippage=6; Trace=false;
Main_data=" Trade Volume & Trade Method"; Lots=0.1; TakeProfit=230; InitialStop=70; TrailingStop=true;
SwingTrade=false;
PendingOrder=true;
PendOrdGap=10; BreakEven=30; BreakEvenGap=0; Calc_data=" Price Channel Parameters "; MainTimeFrame=1440; MainChanPeriod=9; MainRisk=0.3; ChanPeriod=9; Risk=0.3; MM_data=" MoneyManagement by L.Williams "; MM=false;
MMRisk=0.15; MaxLoss=1000; |
|
Bars in test | 7378 | Ticks modelled | 1641756 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 436.78 | Gross profit | 1141.84 | Gross loss | -705.06 |
Profit factor | 1.62 | Expected payoff | 18.99 | | |
Absolute drawdown | 69.33 | Maximal drawdown (%) | 279.40 (2.6%) | | |
|
Total trades | 23 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 10 (43.48%) | Loss trades (% of total) | 13 (56.52%) |
Largest | profit trade | 223.90 | loss trade | -72.91 |
Average | profit trade | 114.18 | loss trade | -54.24 |
Maximum | consecutive wins (profit in money) | 2 (434.48) | consecutive losses (loss in money) | 4 (-238.58) |
Maximal | consecutive profit (count of wins) | 434.48 (2) | consecutive loss (count of losses) | -238.58 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |