通貨ペア | USDJPY (US Dollar vs Japanese Yen) |
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=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=-2; 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 | 12725 | Ticks modelled | 202958 | Modelling quality | 90.00% |
Mismatched charts errors | 7 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 262.44 | Gross profit | 367.49 | Gross loss | -105.05 |
Profit factor | 3.50 | Expected payoff | 4.10 | | |
Absolute drawdown | 90.51 | Maximal drawdown | 127.59 (1.27%) | Relative drawdown | 1.27% (127.59) |
|
Total trades | 64 | Short positions (won %) | 39 (71.79%) | Long positions (won %) | 25 (100.00%) |
| Profit trades (% of total) | 53 (82.81%) | Loss trades (% of total) | 11 (17.19%) |
Largest | profit trade | 24.64 | loss trade | -22.57 |
Average | profit trade | 6.93 | loss trade | -9.55 |
Maximum | consecutive wins (profit in money) | 23 (192.95) | consecutive losses (loss in money) | 4 (-22.86) |
Maximal | consecutive profit (count of wins) | 192.95 (23) | consecutive loss (count of losses) | -60.59 (3) |
Average | consecutive wins | 11 | consecutive losses | 3 |