通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2010.08.02 00:00 - 2010.10.29 05:50 (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=21; 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 | 18937 | Ticks modelled | 418236 | Modelling quality | 90.00% |
Mismatched charts errors | 9 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 988.21 | Gross profit | 1106.03 | Gross loss | -117.82 |
Profit factor | 9.39 | Expected payoff | 10.40 | | |
Absolute drawdown | 146.47 | Maximal drawdown | 257.80 (2.53%) | Relative drawdown | 2.53% (257.80) |
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Total trades | 95 | Short positions (won %) | 40 (80.00%) | Long positions (won %) | 55 (90.91%) |
| Profit trades (% of total) | 82 (86.32%) | Loss trades (% of total) | 13 (13.68%) |
Largest | profit trade | 33.75 | loss trade | -50.34 |
Average | profit trade | 13.49 | loss trade | -9.06 |
Maximum | consecutive wins (profit in money) | 24 (376.40) | consecutive losses (loss in money) | 4 (-35.49) |
Maximal | consecutive profit (count of wins) | 376.40 (24) | consecutive loss (count of losses) | -50.34 (1) |
Average | consecutive wins | 14 | consecutive losses | 2 |