通貨ペア

USDJPY (United States Dollar vs. Japanese Yen)

期間

5分足(M5) 2007.03.20 00:00 - 2009.03.24 23:55 (2007.03.20 - 2009.03.25)

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

148880

Ticks modelled

6265389

Modelling quality

90.00%

Mismatched charts errors

0

Initial deposit

10000.00

Total net profit

8866.29

Gross profit

14308.44

Gross loss

-5442.15

Profit factor

2.63

Expected payoff

6.78

Absolute drawdown

13.73

Maximal drawdown

821.50 (5.18%)

Relative drawdown

5.18% (821.50)

Total trades

1307

Short positions (won %)

754 (86.34%)

Long positions (won %)

553 (91.68%)

Profit trades (% of total)

1158 (88.60%)

Loss trades (% of total)

149 (11.40%)

Largest

profit trade

14.88

loss trade

-165.33

Average

profit trade

12.36

loss trade

-36.52

Maximum

consecutive wins (profit in money)

54 (688.25)

consecutive losses (loss in money)

5 (-283.97)

Maximal

consecutive profit (count of wins)

688.25 (54)

consecutive loss (count of losses)

-358.33 (3)

Average

consecutive wins

11

consecutive losses

1