Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 4 Hours (H4) 2005.11.11 12:00 - 2006.02.28 12:00 |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | timeframe=0; stopLoss=500; TakeProfit=500; TrailingStop=1000; Name_Expert="PivotEMA3"; Slippage=3; UseSound=true;
NameFileSound="shotgun.wav"; Lots=1; ProfitModifySL=50; |
|
Bars in test | 566 | Ticks modelled | 368067 | Modelling quality | 51.36% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | -2547.27 | Gross profit | 7210.09 | Gross loss | -9757.36 |
Profit factor | 0.74 | Expected payoff | -101.89 | | |
Absolute drawdown | 5441.34 | Maximal drawdown (%) | 6349.50 (58.2%) | | |
|
Total trades | 25 | Short positions (won %) | 12 (16.67%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 8 (32.00%) | Loss trades (% of total) | 17 (68.00%) |
Largest | profit trade | 2075.15 | loss trade | -4313.69 |
Average | profit trade | 901.26 | loss trade | -573.96 |
Maximum | consecutive wins (profit in money) | 2 (1022.78) | consecutive losses (loss in money) | 5 (-1065.97) |
Maximal | consecutive profit (count of wins) | 2075.15 (1) | consecutive loss (count of losses) | -5315.12 (4) |
Average | consecutive wins | 1 | consecutive losses | 3 |