| Symbol | USDJPY (US Dollar vs Japanese Yen) |
| Period | Daily (D1) 2006.04.24 00:00 - 2008.04.23 00:00 (2006.04.24 - 2008.04.24) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | Group1="===Trading Variables==="; risk_factor=0; user_lots=1; new_trades_allowed=true;
Pending_Distance=10; TakeProfit=517; StopLoss=200; skip_risky_trades=true;
Group2="===Money Management Variables==="; _move_to_break_even=true;
_trailing_stop_available=true;
_move_to_mid_TP=true;
_compromise_TP=true;
_neg_TS_available=false;
_move_to_mid_SL=true;
mid_TP_ratio=0.6; mid_TP_target=0.21; |
|
| Bars in test | 1623 | Ticks modelled | 3784922 | Modelling quality | 90.00% |
| Mismatched charts errors | 40 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 156767.42 | Gross profit | 351617.41 | Gross loss | -194849.99 |
| Profit factor | 1.80 | Expected payoff | 533.22 | | |
| Absolute drawdown | 4766.78 | Maximal drawdown | 43554.97 (76.25%) | Relative drawdown | 81.97% (23788.50) |
|
| Total trades | 294 | Short positions (won %) | 151 (42.38%) | Long positions (won %) | 143 (58.74%) |
| Profit trades (% of total) | 148 (50.34%) | Loss trades (% of total) | 146 (49.66%) |
| Largest | profit trade | 5131.62 | loss trade | -2029.01 |
| Average | profit trade | 2375.79 | loss trade | -1334.59 |
| Maximum | consecutive wins (profit in money) | 15 (14719.69) | consecutive losses (loss in money) | 21 (-31081.99) |
| Maximal | consecutive profit (count of wins) | 38096.53 (10) | consecutive loss (count of losses) | -31081.99 (21) |
| Average | consecutive wins | 3 | consecutive losses | 3 |