通貨ペア | AUDUSD (Australian Dollar vs. United States Dollar) |
期間 | 5分足(M5) 2010.04.01 00:00 - 2010.08.30 04:20 (2010.04.01 - 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=90; TakeProfit=90; 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=-3; EntryLevel=10; CloseLevel=-6; 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 | 31526 | Ticks modelled | 1049230 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3227.00 | Gross profit | 4320.00 | Gross loss | -1093.00 |
Profit factor | 3.95 | Expected payoff | 8.21 | | |
Absolute drawdown | 243.00 | Maximal drawdown | 1268.00 (11.50%) | Relative drawdown | 11.50% (1268.00) |
|
Total trades | 393 | Short positions (won %) | 164 (85.37%) | Long positions (won %) | 229 (75.11%) |
| Profit trades (% of total) | 312 (79.39%) | Loss trades (% of total) | 81 (20.61%) |
Largest | profit trade | 63.00 | loss trade | -90.00 |
Average | profit trade | 13.85 | loss trade | -13.49 |
Maximum | consecutive wins (profit in money) | 39 (655.00) | consecutive losses (loss in money) | 12 (-158.00) |
Maximal | consecutive profit (count of wins) | 655.00 (39) | consecutive loss (count of losses) | -471.00 (9) |
Average | consecutive wins | 16 | consecutive losses | 5 |