通貨ペア | AUDUSD (Australian Dollar vs US Dollar) |
期間 | 5分足(M5) 2010.08.02 00:00 - 2010.10.29 05:45 (2010.08.01 - 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=9; EntryLevel=9; CloseLevel=-9; 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 | 19393 | Ticks modelled | 526011 | Modelling quality | 90.00% |
Mismatched charts errors | 8 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 733.00 | Gross profit | 1045.00 | Gross loss | -312.00 |
Profit factor | 3.35 | Expected payoff | 5.27 | | |
Absolute drawdown | 367.00 | Maximal drawdown | 424.00 (4.22%) | Relative drawdown | 4.22% (424.00) |
|
Total trades | 139 | Short positions (won %) | 63 (71.43%) | Long positions (won %) | 76 (73.68%) |
| Profit trades (% of total) | 101 (72.66%) | Loss trades (% of total) | 38 (27.34%) |
Largest | profit trade | 38.00 | loss trade | -19.00 |
Average | profit trade | 10.35 | loss trade | -8.21 |
Maximum | consecutive wins (profit in money) | 26 (448.00) | consecutive losses (loss in money) | 8 (-76.00) |
Maximal | consecutive profit (count of wins) | 448.00 (26) | consecutive loss (count of losses) | -76.00 (8) |
Average | consecutive wins | 9 | consecutive losses | 3 |