通貨ペア | USDCHF (United States Dollar vs. Swiss Franc) |
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=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=""; |
|
Bars in test | 384590 | Ticks modelled | 8551863 | Modelling quality | n/a |
Mismatched charts errors | 135243 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 6557.56 | Gross profit | 12247.51 | Gross loss | -5689.95 |
Profit factor | 2.15 | Expected payoff | 5.36 | | |
Absolute drawdown | 16.05 | Maximal drawdown | 944.58 (7.96%) | Relative drawdown | 7.96% (944.58) |
|
Total trades | 1224 | Short positions (won %) | 483 (82.19%) | Long positions (won %) | 741 (78.27%) |
| Profit trades (% of total) | 977 (79.82%) | Loss trades (% of total) | 247 (20.18%) |
Largest | profit trade | 68.48 | loss trade | -91.67 |
Average | profit trade | 12.54 | loss trade | -23.04 |
Maximum | consecutive wins (profit in money) | 40 (419.07) | consecutive losses (loss in money) | 8 (-730.76) |
Maximal | consecutive profit (count of wins) | 699.81 (31) | consecutive loss (count of losses) | -730.76 (8) |
Average | consecutive wins | 8 | consecutive losses | 2 |