Symbol |
USDJPY (US Dollar vs Japanise Yen) |
Period |
5 Minutes (M5) 2009.02.04 00:00 - 2019.11.15 23:55 (2009.02.04 - 2019.11.16) |
Model |
Every tick (the most precise method based on all available least timeframes) |
Parameters |
MAGIC=120191026; OrderCom="ScalNiizuma"; Spread=5; Slippage=5; Lot=1; MM=false;
MMLeverage=10; |
|
Bars in test |
800578 |
Ticks modelled |
171177016 |
Modelling quality |
n/a |
Mismatched charts errors |
498 |
|
|
|
|
|
Initial deposit |
1000000.00 |
|
|
Spread |
5 |
Total net profit |
11083772.00 |
Gross profit |
67705588.00 |
Gross loss |
-56621816.00 |
Profit factor |
1.20 |
Expected payoff |
695.87 |
|
|
Absolute drawdown |
69500.00 |
Maximal drawdown |
885402.00 (7.14%) |
Relative drawdown |
21.70% (343400.00) |
|
Total trades |
15928 |
Short positions (won %) |
7873 (65.64%) |
Long positions (won %) |
8055 (67.09%) |
|
Profit trades (% of total) |
10572 (66.37%) |
Loss trades (% of total) |
5356 (33.63%) |
Largest |
profit trade |
144300.00 |
loss trade |
-90858.00 |
Average |
profit trade |
6404.24 |
loss trade |
-10571.66 |
Maximum |
consecutive wins (profit in money) |
29 (226786.00) |
consecutive losses (loss in money) |
12 (-141974.00) |
Maximal |
consecutive profit (count of wins) |
394100.00 (16) |
consecutive loss (count of losses) |
-484900.00 (7) |
Average |
consecutive wins |
4 |
consecutive losses |
2 |