通貨ペア | USDJPY (United States Dollar vs. Japanese Yen) |
期間 | 5分足(M5) 2010.04.01 00:00 - 2010.08.30 04:30 (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=0; EntryLevel=10; CloseLevel=-9; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 31529 | Ticks modelled | 1554785 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 2997.06 | Gross profit | 3472.93 | Gross loss | -475.87 |
Profit factor | 7.30 | Expected payoff | 14.91 | | |
Absolute drawdown | 25.30 | Maximal drawdown | 1409.01 (11.31%) | Relative drawdown | 11.31% (1409.01) |
|
Total trades | 201 | Short positions (won %) | 118 (94.92%) | Long positions (won %) | 83 (75.90%) |
| Profit trades (% of total) | 175 (87.06%) | Loss trades (% of total) | 26 (12.94%) |
Largest | profit trade | 93.66 | loss trade | -43.60 |
Average | profit trade | 19.85 | loss trade | -18.30 |
Maximum | consecutive wins (profit in money) | 50 (2015.27) | consecutive losses (loss in money) | 13 (-396.76) |
Maximal | consecutive profit (count of wins) | 2015.27 (50) | consecutive loss (count of losses) | -396.76 (13) |
Average | consecutive wins | 22 | consecutive losses | 4 |