通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2010.07.01 00:00 - 2010.09.30 04:55 (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=4; 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=20; EntryLevel=1; CloseLevel=-1; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 19148 | Ticks modelled | 436582 | Modelling quality | 90.00% |
Mismatched charts errors | 6 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 1189.09 | Gross profit | 1386.63 | Gross loss | -197.54 |
Profit factor | 7.02 | Expected payoff | 8.62 | | |
Absolute drawdown | 47.25 | Maximal drawdown | 295.04 (2.80%) | Relative drawdown | 2.80% (295.04) |
|
Total trades | 138 | Short positions (won %) | 57 (78.95%) | Long positions (won %) | 81 (90.12%) |
| Profit trades (% of total) | 118 (85.51%) | Loss trades (% of total) | 20 (14.49%) |
Largest | profit trade | 37.56 | loss trade | -15.40 |
Average | profit trade | 11.75 | loss trade | -9.88 |
Maximum | consecutive wins (profit in money) | 32 (522.73) | consecutive losses (loss in money) | 5 (-48.00) |
Maximal | consecutive profit (count of wins) | 522.73 (32) | consecutive loss (count of losses) | -48.00 (5) |
Average | consecutive wins | 12 | consecutive losses | 2 |