通貨ペア | EURUSD (Euro vs. United States Dollar) |
期間 | 5分足(M5) 2005.01.10 10:50 - 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=3; 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 | 384688 | Ticks modelled | 8309414 | Modelling quality | n/a |
Mismatched charts errors | 141024 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6862.00 | Gross profit | 12656.00 | Gross loss | -5794.00 |
Profit factor | 2.18 | Expected payoff | 7.31 | | |
Absolute drawdown | 234.00 | Maximal drawdown | 2365.00 (15.64%) | Relative drawdown | 15.64% (2365.00) |
|
Total trades | 939 | Short positions (won %) | 442 (74.66%) | Long positions (won %) | 497 (74.04%) |
| Profit trades (% of total) | 698 (74.33%) | Loss trades (% of total) | 241 (25.67%) |
Largest | profit trade | 58.00 | loss trade | -90.00 |
Average | profit trade | 18.13 | loss trade | -24.04 |
Maximum | consecutive wins (profit in money) | 67 (1635.00) | consecutive losses (loss in money) | 22 (-1411.00) |
Maximal | consecutive profit (count of wins) | 1635.00 (67) | consecutive loss (count of losses) | -1411.00 (22) |
Average | consecutive wins | 14 | consecutive losses | 5 |