通貨ペア | CHFJPY (Swiss Franc vs Japanise Yen) |
期間 | 5分足(M5) 2010.07.01 00:00 - 2010.09.30 04:25 (2010.07.01 - 2011.01.01) |
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=5; 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=5; EntryLevel=2; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
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Bars in test | 19612 | Ticks modelled | 644369 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 955.26 | Gross profit | 1165.68 | Gross loss | -210.42 |
Profit factor | 5.54 | Expected payoff | 5.52 | | |
Absolute drawdown | 154.22 | Maximal drawdown | 448.50 (4.27%) | Relative drawdown | 4.27% (448.50) |
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Total trades | 173 | Short positions (won %) | 109 (89.91%) | Long positions (won %) | 64 (78.13%) |
| Profit trades (% of total) | 148 (85.55%) | Loss trades (% of total) | 25 (14.45%) |
Largest | profit trade | 40.65 | loss trade | -22.72 |
Average | profit trade | 7.88 | loss trade | -8.42 |
Maximum | consecutive wins (profit in money) | 49 (365.90) | consecutive losses (loss in money) | 7 (-58.61) |
Maximal | consecutive profit (count of wins) | 365.90 (49) | consecutive loss (count of losses) | -89.66 (5) |
Average | consecutive wins | 15 | consecutive losses | 3 |