通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) |
期間 | 5分足(M5) 2010.05.03 00:00 - 2010.07.30 09:25 (2010.05.01 - 2011.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
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=1; EntryLevel=5; CloseLevel=-15; 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 | 19354 | Ticks modelled | 1026257 | Modelling quality | 90.00% |
Mismatched charts errors | 12 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3067.14 | Gross profit | 3248.82 | Gross loss | -181.68 |
Profit factor | 17.88 | Expected payoff | 12.12 | | |
Absolute drawdown | 122.40 | Maximal drawdown | 995.98 (8.18%) | Relative drawdown | 8.18% (995.98) |
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Total trades | 253 | Short positions (won %) | 165 (89.70%) | Long positions (won %) | 88 (80.68%) |
| Profit trades (% of total) | 219 (86.56%) | Loss trades (% of total) | 34 (13.44%) |
Largest | profit trade | 92.56 | loss trade | -16.29 |
Average | profit trade | 14.83 | loss trade | -5.34 |
Maximum | consecutive wins (profit in money) | 44 (1847.24) | consecutive losses (loss in money) | 7 (-64.08) |
Maximal | consecutive profit (count of wins) | 1847.24 (44) | consecutive loss (count of losses) | -64.08 (7) |
Average | consecutive wins | 15 | consecutive losses | 2 |