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=7; 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=""; |
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Bars in test | 366876 | Ticks modelled | 9850143 | Modelling quality | n/a |
Mismatched charts errors | 3044 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 9903.19 | Gross profit | 15526.67 | Gross loss | -5623.48 |
Profit factor | 2.76 | Expected payoff | 11.27 | | |
Absolute drawdown | 109.35 | Maximal drawdown | 1742.78 (11.14%) | Relative drawdown | 11.14% (1742.78) |
|
Total trades | 879 | Short positions (won %) | 371 (80.86%) | Long positions (won %) | 508 (84.06%) |
| Profit trades (% of total) | 727 (82.71%) | Loss trades (% of total) | 152 (17.29%) |
Largest | profit trade | 102.56 | loss trade | -102.56 |
Average | profit trade | 21.36 | loss trade | -37.00 |
Maximum | consecutive wins (profit in money) | 52 (930.86) | consecutive losses (loss in money) | 12 (-1230.19) |
Maximal | consecutive profit (count of wins) | 1612.04 (28) | consecutive loss (count of losses) | -1230.19 (12) |
Average | consecutive wins | 9 | consecutive losses | 2 |