通貨ペア | CHFJPY (Swiss Franc vs. Japanese Yen) |
期間 | 5分足(M5) 2005.04.08 08:25 - 2010.04.01 00:00 (2005.01.01 - 2010.04.01) |
モデル | Control points (a very crude method, the results must not be considered) |
パラメーター | Lot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=3; StopLoss=0; TakeProfit=0; 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=; EntryLevel=; CloseLevel=; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 366876 | Ticks modelled | 9850143 | Modelling quality | n/a |
Mismatched charts errors | 3044 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 19616.95 | Gross profit | 29730.50 | Gross loss | -10113.55 |
Profit factor | 2.94 | Expected payoff | 10.85 | | |
Absolute drawdown | 160.60 | Maximal drawdown | 2734.95 (13.17%) | Relative drawdown | 13.17% (2734.95) |
|
Total trades | 1808 | Short positions (won %) | 766 (83.03%) | Long positions (won %) | 1042 (84.55%) |
| Profit trades (% of total) | 1517 (83.90%) | Loss trades (% of total) | 291 (16.10%) |
Largest | profit trade | 102.56 | loss trade | -102.56 |
Average | profit trade | 19.60 | loss trade | -34.75 |
Maximum | consecutive wins (profit in money) | 121 (2365.28) | consecutive losses (loss in money) | 17 (-1742.78) |
Maximal | consecutive profit (count of wins) | 2551.95 (52) | consecutive loss (count of losses) | -1742.78 (17) |
Average | consecutive wins | 19 | consecutive losses | 4 |