通貨ペア | CHFJPY (Swiss Franc vs Japanise Yen) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.11.30 23:55 (2010.09.01 - 2010.12.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | PassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false;
ProfitCurrency=1000; LossManagemant=false;
LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=5; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=20; EntryLevel=8; CloseLevel=-7; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments=""; |
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Bars in test | 19695 | Ticks modelled | 630944 | Modelling quality | 90.00% |
Mismatched charts errors | 16 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 890.19 | Gross profit | 1003.73 | Gross loss | -113.54 |
Profit factor | 8.84 | Expected payoff | 10.12 | | |
Absolute drawdown | 28.68 | Maximal drawdown | 262.90 (2.49%) | Relative drawdown | 2.49% (262.90) |
|
Total trades | 88 | Short positions (won %) | 52 (94.23%) | Long positions (won %) | 36 (94.44%) |
| Profit trades (% of total) | 83 (94.32%) | Loss trades (% of total) | 5 (5.68%) |
Largest | profit trade | 37.05 | loss trade | -53.78 |
Average | profit trade | 12.09 | loss trade | -22.71 |
Maximum | consecutive wins (profit in money) | 31 (279.62) | consecutive losses (loss in money) | 2 (-105.17) |
Maximal | consecutive profit (count of wins) | 487.57 (28) | consecutive loss (count of losses) | -105.17 (2) |
Average | consecutive wins | 21 | consecutive losses | 2 |