Symbol | USDJPY (US Dollar vs Japanise Yen) |
Period | 4 Hours (H4) 2006.01.02 00:00 - 2006.03.30 00:00 (2006.01.01 - 2006.03.30) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | TakeProfit=40; Lots=0.1; InitialStop=0; TrailingStop=20; MaxTrades=4; Pips=40; SecureProfit=10; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; EURUSDPipValue=10; GBPUSDPipValue=10; USDCHFPipValue=10; USDJPYPipValue=9.715; StartYear=2006; StartMonth=1; EndYear=2006; EndMonth=12; EndHour=22; EndMinute=30; mm=0; risk=12; AccountisNormal=0; |
|
Bars in test | 985 | Ticks modelled | 159071 | Modelling quality | 40.48% |
|
Initial deposit | 3000.00 | | | | |
Total net profit | 10154.46 | Gross profit | 14513.72 | Gross loss | -4359.26 |
Profit factor | 3.33 | Expected payoff | 15.82 | | |
Absolute drawdown | 0.00 | Maximal drawdown (%) | 214.79 (1.7%) | | |
|
Total trades | 642 | Short positions (won %) | 335 (72.24%) | Long positions (won %) | 307 (73.62%) |
| Profit trades (% of total) | 468 (72.90%) | Loss trades (% of total) | 174 (27.10%) |
Largest | profit trade | 263.75 | loss trade | -92.86 |
Average | profit trade | 31.01 | loss trade | -25.05 |
Maximum | consecutive wins (profit in money) | 11 (694.42) | consecutive losses (loss in money) | 3 (-214.79) |
Maximal | consecutive profit (count of wins) | 694.42 (11) | consecutive loss (count of losses) | -214.79 (3) |
Average | consecutive wins | 3 | consecutive losses | 1 |