通貨ペア | EURUSD (Euro vs. United States Dollar) |
期間 | 5分足(M5) 2009.01.02 06:55 - 2010.12.29 02:30 (2009.01.01 - 2011.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | 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=3; 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=5; CloseLevel=-10; 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=""; |
|
Bars in test | 148154 | Ticks modelled | 26769265 | Modelling quality | 90.00% |
Mismatched charts errors | 7 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 10541.00 | Gross profit | 19357.00 | Gross loss | -8816.00 |
Profit factor | 2.20 | Expected payoff | 7.27 | | |
Absolute drawdown | 280.00 | Maximal drawdown | 2192.00 (17.46%) | Relative drawdown | 17.46% (2192.00) |
|
Total trades | 1449 | Short positions (won %) | 575 (83.13%) | Long positions (won %) | 874 (73.11%) |
| Profit trades (% of total) | 1117 (77.09%) | Loss trades (% of total) | 332 (22.91%) |
Largest | profit trade | 90.00 | loss trade | -90.00 |
Average | profit trade | 17.33 | loss trade | -26.55 |
Maximum | consecutive wins (profit in money) | 61 (1042.00) | consecutive losses (loss in money) | 28 (-810.00) |
Maximal | consecutive profit (count of wins) | 1745.00 (53) | consecutive loss (count of losses) | -1080.00 (12) |
Average | consecutive wins | 17 | consecutive losses | 5 |