| 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=5.93; 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;
|
|
| Bars in test | 1623 | Ticks modelled | 3784922 | Modelling quality | 90.00% |
| Mismatched charts errors | 40 | | | | |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 4812779.74 | Gross profit | 8457753.29 | Gross loss | -3644973.55 |
| Profit factor | 2.32 | Expected payoff | 16370.00 | | |
| Absolute drawdown | 5358.24 | Maximal drawdown | 1138721.79 (85.72%) | Relative drawdown | 86.05% (31426.37) |
|
| Total trades | 294 | Short positions (won %) | 152 (42.76%) | Long positions (won %) | 142 (59.15%) |
| Profit trades (% of total) | 149 (50.68%) | Loss trades (% of total) | 145 (49.32%) |
| Largest | profit trade | 513162.57 | loss trade | -176785.52 |
| Average | profit trade | 56763.44 | loss trade | -25137.75 |
| Maximum | consecutive wins (profit in money) | 15 (9034.51) | consecutive losses (loss in money) | 21 (-25962.50) |
| Maximal | consecutive profit (count of wins) | 2228502.77 (5) | consecutive loss (count of losses) | -685184.41 (5) |
| Average | consecutive wins | 3 | consecutive losses | 3 |