通貨ペア | CHFJPY (Swiss Franc vs. Japanese Yen) |
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=6; 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=7; EntryLevel=12; CloseLevel=-9; 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 | 31591 | Ticks modelled | 2731443 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 4502.43 | Gross profit | 5724.59 | Gross loss | -1222.16 |
Profit factor | 4.68 | Expected payoff | 13.52 | | |
Absolute drawdown | 69.94 | Maximal drawdown | 1658.38 (12.53%) | Relative drawdown | 12.53% (1658.38) |
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Total trades | 333 | Short positions (won %) | 144 (93.75%) | Long positions (won %) | 189 (75.66%) |
| Profit trades (% of total) | 278 (83.48%) | Loss trades (% of total) | 55 (16.52%) |
Largest | profit trade | 104.92 | loss trade | -104.96 |
Average | profit trade | 20.59 | loss trade | -22.22 |
Maximum | consecutive wins (profit in money) | 72 (2686.07) | consecutive losses (loss in money) | 15 (-822.17) |
Maximal | consecutive profit (count of wins) | 2686.07 (72) | consecutive loss (count of losses) | -822.17 (15) |
Average | consecutive wins | 19 | consecutive losses | 4 |