通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
期間 | 5分足(M5) 2010.09.01 00:00 - 2010.09.30 03:15 (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=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=-8; EntryLevel=5; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments=""; |
|
Bars in test | 7056 | Ticks modelled | 178542 | Modelling quality | 90.00% |
Mismatched charts errors | 5 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 28.44 | Gross profit | 37.94 | Gross loss | -9.50 |
Profit factor | 3.99 | Expected payoff | 2.84 | | |
Absolute drawdown | 3.16 | Maximal drawdown | 42.72 (0.43%) | Relative drawdown | 0.43% (42.72) |
|
Total trades | 10 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) |
Largest | profit trade | 15.82 | loss trade | -6.33 |
Average | profit trade | 4.74 | loss trade | -4.75 |
Maximum | consecutive wins (profit in money) | 8 (37.94) | consecutive losses (loss in money) | 2 (-9.50) |
Maximal | consecutive profit (count of wins) | 37.94 (8) | consecutive loss (count of losses) | -9.50 (2) |
Average | consecutive wins | 8 | consecutive losses | 2 |