通貨ペア

USDJPY (United States Dollar vs. Japanese Yen)

期間

5分足(M5) 2009.01.02 08:00 - 2009.05.29 23:55 (2009.01.01 - 2009.05.30)

モデル

Every tick (the most precise method based on all available least timeframes)

パラメーター

MM=false; Lots=0.1; Risk=0;

Bars in test

31085

Ticks modelled

3152725

Modelling quality

90.00%

Mismatched charts errors

0

Initial deposit

10000.00

Total net profit

11331.96

Gross profit

25865.19

Gross loss

-14533.23

Profit factor

1.78

Expected payoff

5.47

Absolute drawdown

1068.26

Maximal drawdown

5075.15 (29.54%)

Relative drawdown

29.54% (5075.15)

Total trades

2070

Short positions (won %)

1122 (83.24%)

Long positions (won %)

948 (92.41%)

Profit trades (% of total)

1810 (87.44%)

Loss trades (% of total)

260 (12.56%)

Largest

profit trade

16.02

loss trade

-217.39

Average

profit trade

14.29

loss trade

-55.90

Maximum

consecutive wins (profit in money)

245 (3520.23)

consecutive losses (loss in money)

35 (-2412.62)

Maximal

consecutive profit (count of wins)

3520.23 (245)

consecutive loss (count of losses)

-2715.87 (25)

Average

consecutive wins

60

consecutive losses

8