通貨ペア | USDCHF (US Dollar vs Swiss Franc) |
期間 | 5分足(M5) 2010.12.01 00:00 - 2011.01.28 03:40 (2010.12.01 - 2012.01.01) |
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=4; 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=-19; EntryLevel=-1; CloseLevel=-5; RiversOrder_Help="反対売買に関する設定 true:する/false:しない"; RiversOrderManagemant=true;
OpenAgeinOrder_Help="決済後の再取引に関する設定 true:する/false:しない"; OpenAgeinOrderManagemant=true;
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 | 12587 | Ticks modelled | 263351 | Modelling quality | 90.00% |
Mismatched charts errors | 6 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 233.64 | Gross profit | 256.77 | Gross loss | -23.13 |
Profit factor | 11.10 | Expected payoff | 4.25 | | |
Absolute drawdown | 32.86 | Maximal drawdown | 90.08 (0.89%) | Relative drawdown | 0.89% (90.08) |
|
Total trades | 55 | Short positions (won %) | 22 (90.91%) | Long positions (won %) | 33 (87.88%) |
| Profit trades (% of total) | 49 (89.09%) | Loss trades (% of total) | 6 (10.91%) |
Largest | profit trade | 18.79 | loss trade | -8.47 |
Average | profit trade | 5.24 | loss trade | -3.86 |
Maximum | consecutive wins (profit in money) | 26 (147.75) | consecutive losses (loss in money) | 4 (-19.06) |
Maximal | consecutive profit (count of wins) | 147.75 (26) | consecutive loss (count of losses) | -19.06 (4) |
Average | consecutive wins | 16 | consecutive losses | 3 |