Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 30 Minutes (M30) 2001.01.17 00:00 - 2006.08.02 00:00 (2001.01.17 - 2006.08.02) |
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
Parameters | MagicNumber=112340; PARAMETERS_TRADE="PARAMETERS TRADE"; Lots=0.1; Slippage=3; StopLossMode=false;
StopLoss=100; TakeProfitMode=false;
TakeProfit=100; TrailingStopMode=false;
TrailingStop=30; PARAMETERS_MM="MONEY MANAGEMENT"; MaximumRisk=0.1; DecreaseFactor=1; PARAMETERS_INDICATOR_ONE="Moving Average signal"; SignalEMA_Period=20; PARAMETERS_INDICATOR_TWO="Moving Average main"; MainEMA_Period=65; Delta=1; PARAMETERS_INDICATOR_THREE="Moving Average for close"; CloseEMA_Period=70; |
|
Bars in test | 68367 | Ticks modelled | 3661320 | Modelling quality | 90.00% |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2382.95 | Gross profit | 12064.22 | Gross loss | -9681.28 |
Profit factor | 1.25 | Expected payoff | 5.12 | | |
Absolute drawdown | 0.00 | Maximal drawdown | 1012.47 (8.23%) | Relative drawdown | 8.23% (1012.47) |
|
Total trades | 465 | Short positions (won %) | 229 (32.31%) | Long positions (won %) | 236 (31.36%) |
| Profit trades (% of total) | 148 (31.83%) | Loss trades (% of total) | 317 (68.17%) |
Largest | profit trade | 295.45 | loss trade | -118.66 |
Average | profit trade | 81.52 | loss trade | -30.54 |
Maximum | consecutive wins (profit in money) | 6 (783.97) | consecutive losses (loss in money) | 12 (-356.98) |
Maximal | consecutive profit (count of wins) | 783.97 (6) | consecutive loss (count of losses) | -365.23 (11) |
Average | consecutive wins | 1 | consecutive losses | 3 |