通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) |
期間 | 5分足(M5) 2007.01.02 00:00 - 2010.04.02 22:55 (2007.01.01 - 2010.04.04) |
モデル | Every tick (the most precise method based on all available least timeframes) |
|
Bars in test | 240581 | Ticks modelled | 35022129 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 19452.84 | Gross profit | 83176.32 | Gross loss | -63723.48 |
Profit factor | 1.31 | Expected payoff | 23.64 | | |
Absolute drawdown | 602.68 | Maximal drawdown | 2869.76 (12.82%) | Relative drawdown | 12.82% (2869.76) |
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Total trades | 823 | Short positions (won %) | 373 (53.89%) | Long positions (won %) | 450 (46.89%) |
| Profit trades (% of total) | 412 (50.06%) | Loss trades (% of total) | 411 (49.94%) |
Largest | profit trade | 2084.19 | loss trade | -837.35 |
Average | profit trade | 201.88 | loss trade | -155.04 |
Maximum | consecutive wins (profit in money) | 10 (1996.37) | consecutive losses (loss in money) | 9 (-1282.02) |
Maximal | consecutive profit (count of wins) | 2946.91 (5) | consecutive loss (count of losses) | -1849.79 (4) |
Average | consecutive wins | 2 | consecutive losses | 2 |