通貨ペア | AUDUSD (Australian Dollar vs US Dollar) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.09.30 03:05 (2010.09.01 - 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=4; 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=9; EntryLevel=13; CloseLevel=-6; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 7024 | Ticks modelled | 155645 | Modelling quality | 90.00% |
Mismatched charts errors | 4 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 514.00 | Gross profit | 564.00 | Gross loss | -50.00 |
Profit factor | 11.28 | Expected payoff | 10.71 | | |
Absolute drawdown | 105.00 | Maximal drawdown | 240.00 (2.37%) | Relative drawdown | 2.37% (240.00) |
|
Total trades | 48 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 30 (76.67%) |
| Profit trades (% of total) | 38 (79.17%) | Loss trades (% of total) | 10 (20.83%) |
Largest | profit trade | 41.00 | loss trade | -10.00 |
Average | profit trade | 14.84 | loss trade | -5.00 |
Maximum | consecutive wins (profit in money) | 18 (422.00) | consecutive losses (loss in money) | 4 (-28.00) |
Maximal | consecutive profit (count of wins) | 422.00 (18) | consecutive loss (count of losses) | -28.00 (4) |
Average | consecutive wins | 10 | consecutive losses | 3 |