| Symbol | USDJPY (US Dollar vs Japanise Yen) |
| Period | 1 Hour (H1) 2007.01.02 09:00 - 2007.09.07 23:00 (2007.01.01 - 2008.01.01) |
| Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) |
| Parameters | Lots=1; StopLoss=40; TakeProfit=0; SplitProfits=true;
TrailingStop=true;
LotPlus=true;
ReOpenPos=true;
FastProfits=false;
BreakEven=true;
Gap=0; ClearSymbols=false;
Serial=""; |
|
| Bars in test | 5877 | Ticks modelled | 365236 | Modelling quality | 90.00% |
|
| Initial deposit | 10000.00 | | | | |
| Total net profit | 9918.42 | Gross profit | 28384.31 | Gross loss | -18465.90 |
| Profit factor | 1.54 | Expected payoff | 29.09 | | |
| Absolute drawdown | 0.00 | Maximal drawdown | 3983.45 (21.98%) | Relative drawdown | 21.98% (3983.45) |
|
| Total trades | 341 | Short positions (won %) | 172 (72.09%) | Long positions (won %) | 169 (77.51%) |
| Profit trades (% of total) | 255 (74.78%) | Loss trades (% of total) | 86 (25.22%) |
| Largest | profit trade | 1252.10 | loss trade | -350.94 |
| Average | profit trade | 111.31 | loss trade | -214.72 |
| Maximum | consecutive wins (profit in money) | 23 (1579.18) | consecutive losses (loss in money) | 4 (-1296.76) |
| Maximal | consecutive profit (count of wins) | 2203.95 (19) | consecutive loss (count of losses) | -1296.76 (4) |
| Average | consecutive wins | 4 | consecutive losses | 1 |