通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
期間 | 5分足(M5) 2010.06.01 00:00 - 2010.08.31 23:55 (2010.06.01 - 2010.09.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=3; StopLoss=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=3; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true;
FridayTrade=true;
Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=-8; EntryLevel=5; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 19669 | Ticks modelled | 651516 | Modelling quality | 26.63% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 517.70 | Gross profit | 580.84 | Gross loss | -63.14 |
Profit factor | 9.20 | Expected payoff | 8.63 | | |
Absolute drawdown | 97.02 | Maximal drawdown | 161.77 (1.56%) | Relative drawdown | 1.56% (161.77) |
|
Total trades | 60 | Short positions (won %) | 21 (100.00%) | Long positions (won %) | 39 (76.92%) |
| Profit trades (% of total) | 51 (85.00%) | Loss trades (% of total) | 9 (15.00%) |
Largest | profit trade | 40.07 | loss trade | -16.94 |
Average | profit trade | 11.39 | loss trade | -7.02 |
Maximum | consecutive wins (profit in money) | 23 (235.72) | consecutive losses (loss in money) | 6 (-55.44) |
Maximal | consecutive profit (count of wins) | 297.37 (22) | consecutive loss (count of losses) | -55.44 (6) |
Average | consecutive wins | 13 | consecutive losses | 3 |