通貨ペア | USDCHF (United States Dollar vs. Swiss Franc) |
期間 | 5分足(M5) 2010.04.01 00:00 - 2010.08.30 04:25 (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=30; EntryLevel=5; CloseLevel=-5; 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 | 31457 | Ticks modelled | 1028486 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 3499.46 | Gross profit | 4312.81 | Gross loss | -813.35 |
Profit factor | 5.30 | Expected payoff | 10.17 | | |
Absolute drawdown | 300.28 | Maximal drawdown | 650.39 (5.74%) | Relative drawdown | 5.74% (650.39) |
|
Total trades | 344 | Short positions (won %) | 193 (83.42%) | Long positions (won %) | 151 (89.40%) |
| Profit trades (% of total) | 296 (86.05%) | Loss trades (% of total) | 48 (13.95%) |
Largest | profit trade | 60.48 | loss trade | -52.58 |
Average | profit trade | 14.57 | loss trade | -16.94 |
Maximum | consecutive wins (profit in money) | 63 (1040.70) | consecutive losses (loss in money) | 9 (-87.87) |
Maximal | consecutive profit (count of wins) | 1040.70 (63) | consecutive loss (count of losses) | -196.48 (4) |
Average | consecutive wins | 21 | consecutive losses | 3 |